Double shrink methodologies to determine the sample size via covariance structures
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. Statistical inference in two-stage sampling;Aoshima;Amer. Math. Soc. Trans.,2005
2. Second-order efficiency for two-stage estimation of a linear function of normal mean vectors when covariance matrices have some structures;Aoshima;Seq. Anal.,2006
3. Aoshima, M., Yata, K., 2007. Asymptotic second-order consistency for two-stage estimation methodologies and its applications. Ann. Inst. Statist. Math., in revision.
4. Sequential Estimation;Ghosh,1997
5. Asymptotic theory of triple sampling for sequential estimation of a mean;Hall;Ann. Statist.,1981
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1. Two-Stage Procedures for High-Dimensional Data;Sequential Analysis;2011-10
2. Inference on High-Dimensional Mean Vectors with Fewer Observations Than the Dimension;Methodology and Computing in Applied Probability;2011-06-21
3. Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different;Sequential Analysis;2011-04
4. Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means;Sequential Analysis;2010-10-29
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