Inferences on the ratio of two generalized variances: independent and correlated cases
From MaRDI portal
Publication:1934280
DOI10.1007/s10260-012-0191-6zbMath1329.62213MaRDI QIDQ1934280
Publication date: 28 January 2013
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-012-0191-6
Monte Carlo simulation; coverage probability; Cholesky decomposition; generalized confidence interval; generalized \(p\) value
Related Items
Confidence intervals for product of powers of the generalized variances of k multivariate normal populations, A new confidence interval for standardized generalized variances of k -multivariate normal populations, Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions, Inference on the parameters of two Weibull distributions based on record values, A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- UMVU estimation of the ratio of powers of normal generalized variances under correlation
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
- An improved estimator of the generalized variance
- On improving the shortest length confidence interval for the generalized variance.
- On improved interval estimation for the generalized variance
- Estimation of parameters in the beta binomial model
- Descriptive measures of multivariate scatter and linear dependence
- Exact statistical methods for data analysis.
- Generalized Confidence Intervals
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances
- Decision theoretic estimation of the ratio of variances in a bivariate normal distribution
