Improved confidence regions for a mean vector under general conditions

DOI10.1016/j.csda.2005.10.011zbMath1157.62372MaRDI QIDQ1010445

Arjun K. Gupta, Jin Xu

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.10.011

zbMATH Keywords

confidence region; coverage probability; Edgeworth expansion; normalization transformation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

65C05: Monte Carlo methods

Related Items

Graphical methods for investigating the finite-sample properties of confidence regions, Improved confidence regions based on Edgeworth expansions

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