Fixed width confidence region for the mean of a multivariate normal distribution

DOI10.1006/jmva.2001.2006zbMath1031.62045OpenAlexW2058564752MaRDI QIDQ697456

Hisao Nagao, Muni S. Srivastava

Publication date: 17 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2006

zbMATH Keywords

asymptotic expansionscoverage probabilityreverse martingalescontrast of meanslargest latent root of covariance matrixspherical confidence regionsstopping variablestheorem on implicit functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (4)

Minimum volume confidence sets for parameters of normal distributions ⋮ Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems ⋮ Improved confidence regions for a mean vector under general conditions ⋮ Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

Cites Work

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• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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