Inference on the Common Variance of Correlated Normal Random Variables

DOI10.1081/STA-200063322zbMath1072.62048OpenAlexW2049649763MaRDI QIDQ5314584

Daniel J. Ghezzi, Shelemyahu Zacks

Publication date: 5 September 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200063322

zbMATH Keywords

mean squared errorBayesian estimatorminimal sufficient statisticequivariant estimatorscorrelated normal variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Related Items (7)

Fixed Accuracy Interval Estimation of the Common Variance in an Equi-Correlated Normal Distribution ⋮ On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure ⋮ Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling ⋮ Modified Three-Stage Sampling for Fixed-Width Interval Estimation of the Common Variance of Equicorrelated Normal Distributions ⋮ A conversation with Shelemyahu Zacks ⋮ Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution ⋮ On Two-Stage Sampling for Fixed-Width Interval Estimation of the Common Variance of Equi-Correlated Normal Distributions

Cites Work

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