Sample size determination in estimating a covariance matrix
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Publication:1105949
DOI10.1016/0167-9473(87)90014-4zbMath0649.62047MaRDI QIDQ1105949
Pushpa L. Gupta, Rameshwar D. Gupta
Publication date: 1987
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(87)90014-4
tables; integral equation; sample size; Explicit formulas; multivariate normal population; effects of dimensions; joint confidence coefficient; quality of prior estimates
62H12: Estimation in multivariate analysis
Cites Work
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- Determining Sample Size for a Specified Width Confidence Interval
- Optimal Confidence Intervals for the Variance of a Normal Distribution
- Sample Size for a Specified Width Confidence Interval on the Variance of a Normal Distribution
- The Use of Sample Quasi-Ranges in Setting Confidence Intervals for the Population Standard Deviation
- Evaluation of Multinormal Probabilities Using Fourier Series Expansions
- Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
- Sample Size Required for Estimating the Standard Deviation as a Per Cent of its True Value