Improved confidence regions for a mean vector under general conditions

DOI10.1016/J.CSDA.2005.10.011MaRDI QIDQ1010445zbMATH OpenOpenAlexFDO

Authors Jin Xu, Arjun K. Gupta

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 regioncoverage probabilityEdgeworth expansionnormalization transformation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Cites work

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• On sequential fixed-size confidence regions for the mean vector
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Cited in

(5)

• Improved confidence regions based on Edgeworth expansions
• Improved Pivotal Methods for Constructing Confidence Regions With Directional Data
• scientific article; zbMATH DE number 6153320 (Why is no real title available?)
• Resampling-Based Confidence Regions and Multiple Tests for a Correlated Random Vector
• Graphical methods for investigating the finite-sample properties of confidence regions

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