@article{oai:tsukuba.repo.nii.ac.jp:00025207, author = {青嶋, 誠 and 矢田, 和善 and Aoshima, Makoto and Yata, Kazuyoshi}, issue = {3}, journal = {Annals of the Institute of Statistical Mathematics}, month = {Jun}, note = {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.}, pages = {571--600}, title = {Asymptotic second-order consistency for two-stage estimation methodologies and its applications}, volume = {62}, year = {2010} }