University of Michigan, Ann Arbor, Michigan 48104 USA;University of North Carolina, Chapel Hill, North Carolina 27514 USA
Abstract:
For the several sample problem, a vector of estimable parameters is considered. For a fixed total sample size, a multistage (sequential) procedure based on generalized U-statistics is developed for choosing a partition of this sample size into individual sample size for which the generalized variance of the estimator of the parameter vector is asymptotically minimized.