Confidence intervals for product of powers of the generalized variances of k multivariate normal populations

DOI10.1080/03610918.2017.1410711MaRDI QIDQ5085930zbMATH OpenOpenAlexFDO

Authors Dariush Najarzadeh

Publication date 30 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1410711

zbMATH Keywords

confidence intervalcoverage probabilityexpected lengthsMonte Carlo methodstandardized generalized variance

Mathematics Subject Classification ID

Statistics (62-XX) Hypothesis testing in multivariate analysis (62H15)

Cites work

• A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances
• A multivariate exponentially weighted moving average control chart for monitoring process variability
• A Selection Procedure for Multivariate Normal Distributions in Terms of the Generalized Variances
• Applied multivariate statistical analysis.
• Combined synthetic and \(|\mathbf S|\) chart for monitoring process dispersion
• Descriptive measures of multivariate scatter and linear dependence
• Estimation of parameters in the beta binomial model
• Exact expression of the density of the sample generalized variance and applications
• Generalized hypergeometric functions with applications in statistics and physical sciences
• GENERALIZED VARIANCE CHART DESIGN WITH ADAPTIVE SAMPLE SIZES. THE BIVARIATE CASE
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Inferences on the generalized variance under normality
• Inferences on the ratio of two generalized variances: independent and correlated cases
• Multivariate Process Variability Monitoring
• New classes of improved confidence intervals for the variance of a normal distribution
• On improved interval estimation for the generalized variance
• On improving the shortest length confidence interval for the generalized variance.
• Stein estimation -- a review
• Stein-type improvements of confidence intervals for the generalized variance
• Test for generalized variance in signal processing
• Testing equality of generalized variances of k multivariate normal populations
• Tests for simultaneously determining numbers of clusters and their shape with multivariate data
• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions

Cited in

(1)

• A new confidence interval for standardized generalized variances of k -multivariate normal populations

This page was built for publication: Confidence intervals for product of powers of the generalized variances of k multivariate normal populations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085930)