Sample size determination in estimating a covariance matrix
type: Item
instance of: scholarly article
title: Sample size determination in estimating a covariance matrix
zbMATH Open document ID: 0649.62047
DOI: 10.1016/0167-9473(87)90014-4
author: Pushpa L. Gupta
author: Rameshwar D. Gupta
published in: Computational Statistics and Data Analysis
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 4060546
zbMATH Keywords: sample size
zbMATH Keywords: multivariate normal population
zbMATH Keywords: Explicit formulas
zbMATH Keywords: tables
zbMATH Keywords: joint confidence coefficient
zbMATH Keywords: integral equation
zbMATH Keywords: effects of dimensions
zbMATH Keywords: quality of prior estimates
MaRDI profile type: Publication
full work available at URL: 0167-9473(87)90014-4
OpenAlex ID: W2060816402
cites work: Determining Sample Size for a Specified Width Confidence Interval
cites work: Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
cites work: Sample Size for a Specified Width Confidence Interval on the Variance of a Normal Distribution
cites work: Sample Size Required for Estimating the Standard Deviation as a Per Cent of its True Value
cites work: The Use of Sample Quasi-Ranges in Setting Confidence Intervals for the Population Standard Deviation
cites work: Q3219581
cites work: Evaluation of Multinormal Probabilities Using Fourier Series Expansions
cites work: Q3996232
cites work: Optimal Confidence Intervals for the Variance of a Normal Distribution
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description: scientific article; zbMATH DE number 4060546