A k-stage procedure for estimating the mean vector of a multivariate normal population

In this article, we have estimated the mean vector of a multivariate normal population by using a k-stage sequential estimation procedure. Point estimation as well as confidence region estimation is done. Second-order approximations are obtained in both the cases. In case of minimum risk point estim...

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Bibliographic Details
Published inSequential analysis Vol. 38; no. 3; pp. 369 - 384
Main Authors Chaturvedi, Ajit, Bapat, Sudeep R., Joshi, Neeraj
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 03.07.2019
Taylor & Francis Ltd
Subjects
Confidence region estimation
k-stage procedure
minimum risk
Multivariate analysis
multivariate normal population
point estimation
regret
second-order approximations
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Summary:In this article, we have estimated the mean vector of a multivariate normal population by using a k-stage sequential estimation procedure. Point estimation as well as confidence region estimation is done. Second-order approximations are obtained in both the cases. In case of minimum risk point estimation of , negative regret is achieved.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 14
ISSN:0747-4946
1532-4176
DOI:10.1080/07474946.2019.1648926