Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation

DOI10.1016/j.csda.2008.03.031zbMath1452.62234OpenAlexW2051601242MaRDI QIDQ1023841

Hsiu-Ling Li, Hubert J. Chen, Miin-Jye Wen

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.03.031

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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