On confidence sequences for the mean vector of a multivariate normal distribution

DOI10.1016/0047-259X(78)90032-5zbMath0416.62029MaRDI QIDQ754571

Rasul A. Khan

Publication date: 1978

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

zbMATH Keywords

multivariate normal distributionmean vectorgeneral linear modelconfidence sequenceslikelihood ratio martingales

Mathematics Subject Classification ID

Multivariate analysis (62H99) Parametric tolerance and confidence regions (62F25) Martingales with discrete parameter (60G42) Sequential statistical analysis (62L10)

Cites Work

• On confidence sequences
• Sequential $\chi^2$- and $T^2$-Tests
• Statistical Methods Related to the Law of the Iterated Logarithm
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