Optimal Confidence Intervals for the Variance of a Normal Distribution
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Cited in
(37)- Sample size determination in estimating a covariance matrix
- Confidence intervals on a difference of expected mean squares
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- Stein estimation -- a review
- Minimum volume confidence sets for parameters of normal distributions
- The modification of confidence intervals for variance components in one-way random model using Stein's approach
- Bayesian approach for confidence intervals of variance on the normal distribution
- Computing highest density regions for continuous univariate distributions with known probability functions
- Confidence regions in models of ordered data
- Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
- On a class of improved estimators of variance and estimation under order restriction
- Shrinkage confidence procedures
- On ARL-Unbiased Control Charts
- Interval estimation of parameters in an unbalanced mixed two-fold nested classification-the last-stage uniformity case
- Robust confidence interval for a residual standard deviation
- Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
- scientific article; zbMATH DE number 3564081 (Why is no real title available?)
- Shortest confidence intervals for the ratio of two normal variances
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
- The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
- New classes of improved confidence intervals for the variance of a normal distribution
- Sample size needed to get given ratio of endpoints for confidence interval of standard deviation in a normal distribution
- Tables for unbiased confidence intervals for ratios of variances when sampling from two independent normal distributions
- Short confidence intervals for variance components
- Simultaneous inference for several quantiles of a normal population with applications
- Confidence regions for bivariate probability density functions using polygonal areas
- Optimal record-based statistical procedures for the two-parameter exponential distribution
- A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models
- Parameter estimation in the exponential distribution, confidence intervals and a monte carlo study for a goodness of fit test
- Confidence Intervals for the Scale Parameter of Exponential Family of Distributions
- Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest
- A new confidence interval for standardized generalized variances of k -multivariate normal populations
- Uniformly most accurate confidence intervals under weak restrictions
- Laplace’s Law of Succession Estimator and M-Statistics
- Approximate confidence interval for standard deviation of nonnormal distributions
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