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2022-04-27T08:52:56Z
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Asymptotic second-order consistency for two-stage estimation methodologies and its applications
青嶋, 誠
矢田, 和善
Aoshima, Makoto
Yata, Kazuyoshi
We consider fixed-size estimation for a linear function of means from
independent and normally distributed populations having unknown and respective
variances.We construct a fixed-width confidence interval with required accuracy about
the magnitude of the length and the confidence coefficient. We propose a two-stage
estimation methodology having the asymptotic second-order consistency with the
required accuracy. The key is the asymptotic second-order analysis about the risk
function.We give a variety of asymptotic characteristics about the estimation methodology,
such as asymptotic sample size and asymptotic Fisher-information. With the
help of the asymptotic second-order analysis, we also explore a number of generalizations
and extensions of the two-stage methodology to such as bounded risk point
estimation, multiple comparisons among components between the populations, and
power analysis in equivalence tests to plan the appropriate sample size for a study.
journal article
Springer
2010-06
application/pdf
Annals of the Institute of Statistical Mathematics
3
62
571
600
http://hdl.handle.net/2241/114080
0020-3157
AA00026236
https://tsukuba.repo.nii.ac.jp/record/25207/files/AISM_62-3.pdf
eng
10.1007/s10463-008-0188-y
© The Institute of Statistical Mathematics, Tokyo 2008. The original publication is available at www.springerlink.com