On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
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Publication:4881067
DOI10.1080/07474949608836349zbMATH Open0844.62074OpenAlexW2063340849MaRDI QIDQ4881067FDOQ4881067
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
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multivariate normal distributioncovariance matrixstopping timelaw of the iterated logarithmCochran's theoremfixed width confidence region
Cites Work
- Approximation Theorems of Mathematical Statistics
- Title not available (Why is that?)
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Second order approximations for sequential point and interval estimation
- Fixed–size confidence regions for the mean vector of a multinormal distribution
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- On stopping times of sequential estimations of the mean of a log-normal distribution
Cited In (12)
- Nondifferentiable errors in beta-compliance integrated logistic models
- The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate 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 confidence region for the mean of a multivariate normal distribution
- 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
- Title not available (Why is that?)
- 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
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