Fixed width confidence region for the mean of a multivariate normal distribution
type: Item
instance of: scholarly article
title: Fixed width confidence region for the mean of a multivariate normal distribution
zbMATH Open document ID: 1031.62045
author: Hisao Nagao
author: Muni S. Srivastava
published in: Journal of Multivariate Analysis
publication date: 2002-09-17T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 1801653
zbMATH Keywords: spherical confidence regions
zbMATH Keywords: asymptotic expansions
zbMATH Keywords: coverage probability
zbMATH Keywords: largest latent root of covariance matrix
zbMATH Keywords: theorem on implicit functions
zbMATH Keywords: stopping variables
zbMATH Keywords: reverse martingales
zbMATH Keywords: contrast of means
MaRDI profile type: Publication
full work available at URL: jmva.2001.2006
OpenAlex ID: W2058564752
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DOI: 10.1006/JMVA.2001.2006
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description: scientific article; zbMATH DE number 1801653