Two-Stage Procedures for a Multivariate Normal Distribution
スポンサーリンク
概要
著者
関連論文
- SECOND-ORDER PROPERTIES OF A TWO-STAGE PROCEDURE FOR COMPARING SEVERAL TREATMENTS WITH A CONTROL
- Effects of fibronectin cleaved by neuropsin on cell adhesion and migration
- Structural Interlock between Ligand-Binding Site and Stalk-Like Region of β1 Integrin Revealed by a Monoclonal Antibody Recognizing Conformation-Dependent Epitope^1
- Platelet Integrin αIIbβ3-Ligand Interactions : What Can We Learn From the Structure?
- Specification Error in Sequential Estimation
- Two-Stage Procedures for a Multivariate Normal Distribution
- IMPROVEMENT ON THE BEST EQUIVARIANT PREDICTORS UNDER THE ORDERED PARAMETERS
- ASYMPTOTIC IMPROVEMENT OF THE SAMPLE MEAN VECTOR FOR SEQUENTIAL POINT ESTIMATION OF A MULTIVARIATE NORMAL MEAN WITH A LINEX LOSS FUNCTION
- Optimality of Non-sequential Estimation Rule of the Exponential Mean Life in a Life Test
- Bayes Invariant Predictor
- Some Comments on the Invariant Sequential Decision Problem
- Existence of estimators with bounded risks under an asymmetric loss function
- Invariant Prediction Region of Future Observations
- Admissibility of Prediction Regions in Two-Dimensional Normal Distribution
- Median unbiasedness and Pitman's measure of closeness in a prediction problem
- FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE
- Robustness of a Two-Stage Estimation Procedure when Variances are Unequal
- ROBUSTNESS OF A TWO-STAGE ESTIMATION PROCEDURE WHEN VARIANCES ARE UNEQUAL