On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure

DOI10.1080/07474949608836349MaRDI QIDQ4881067zbMATH OpenOpenAlexFDO

Authors Hisao Nagao

Publication date 23 June 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949608836349

zbMATH Keywords

multivariate normal distributioncovariance matrixstopping timelaw of the iterated logarithmCochran's theoremfixed width confidence region

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Fixed–size confidence regions for the mean vector of a multinormal distribution
• On stopping times of sequential estimations of the mean of a log-normal distribution
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• Second order approximations for sequential point and interval estimation

Cited in

(12)

• Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
• Fixed–size confidence regions for the mean vector of a multinormal distribution
• Nondifferentiable errors in beta-compliance integrated logistic models
• The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution
• Fixed width confidence region for the mean of a multivariate normal distribution
• Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
• Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models
• Multivariate models with constraints: confidence regions
• On minimum volume properties of some confidence regions for multiple multivariate normal means
• Ellipsoidal confidence regions for a normal covariance matrix
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• scientific article; zbMATH DE number 4082752 (Why is no real title available?)

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