Sample size determination in estimating a covariance matrix

DOI10.1016/0167-9473(87)90014-4zbMath0649.62047OpenAlexW2060816402MaRDI QIDQ1105949

Pushpa L. Gupta, Rameshwar D. Gupta

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-9473(87)90014-4

zbMATH Keywords

tablesintegral equationsample sizeExplicit formulasmultivariate normal populationeffects of dimensionsjoint confidence coefficientquality of prior estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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• Determining Sample Size for a Specified Width Confidence Interval
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Sample Size for a Specified Width Confidence Interval on the Variance of a Normal Distribution
• The Use of Sample Quasi-Ranges in Setting Confidence Intervals for the Population Standard Deviation
• Evaluation of Multinormal Probabilities Using Fourier Series Expansions
• Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
• Sample Size Required for Estimating the Standard Deviation as a Per Cent of its True Value

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