On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure

DOI10.1080/07474949608836349zbMath0844.62074OpenAlexW2063340849MaRDI QIDQ4881067

Hisao Nagao

Publication date: 23 June 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949608836349

zbMATH Keywords

stopping timelaw of the iterated logarithmcovariance matrixmultivariate normal distributionCochran's theoremfixed width confidence region

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Related Items

Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss, Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population, Fixed width confidence region for the mean of a multivariate normal distribution, Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models, Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure, The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution, Nondifferentiable errors in beta-compliance integrated logistic models

Cites Work

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• On stopping times of sequential estimations of the mean of a log-normal distribution
• Second order approximations for sequential point and interval estimation
• Approximation Theorems of Mathematical Statistics
• Fixed–size confidence regions for the mean vector of a multinormal distribution
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean