On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure (Q6100202)
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scientific article; zbMATH DE number 7699983
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| English | On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure |
scientific article; zbMATH DE number 7699983 |
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On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure (English)
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22 June 2023
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fixed accuracy confidence interval
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Stein two-stage procedure
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autoregressive model
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asymptotic relative efficiency
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0.855024516582489
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0.8152471780776978
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0.7984112501144409
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0.7798662781715393
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