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Sequential shrinkage estimation of the difference between two multivariate normal means

 

作者: David M. Nickerson,  

 

期刊: Sequential Analysis  （Taylor Available online 1987）
卷期: Volume 6, issue 4  

页码: 325-350

 

ISSN:0747-4946

 

年代: 1987

 

DOI:10.1080/07474948708836135

 

出版商: Marcel Dekker, Inc.

 

关键词: normal means;independent populations;bacrward martingale;Behren s Fisher;Sequential estimation;James Stein estimators;asymptotic risk expansion

 

数据来源: Taylor

 

摘要:

The paper considers sequential estimation of the difference of two-variate normal means from independent populations when the variance covariance matrix from each population is known up to a scalar multiple and are not necessarily equal. The sampling scheme is a multivariate extension of the stopping rule proposed by Ghosh and

 

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