Fiducial inference on the largest mean of a multivariate normal distribution

DOI10.1016/j.jmva.2010.08.003zbMath1206.62112OpenAlexW2051308818MaRDI QIDQ608327

Damian V. Wandler, Jan Hannig

Publication date: 25 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.003

zbMATH Keywords

importance samplingasymptotic consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Applications of statistics to environmental and related topics (62P12)

Related Items (7)

Covariance estimation via fiducial inference ⋮ Computational issues of generalized fiducial inference ⋮ Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test ⋮ Fusion learning for inter-laboratory comparisons ⋮ Unnamed Item ⋮ Fiducial inference in the classical errors-in-variables model ⋮ Fiducial inference for Birnbaum-Saunders distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• R. A. Fisher and the fiducial argument
• Generalized Confidence Intervals
• Generalized fiducial inference for wavelet regression
• Fiducial Generalized Confidence Intervals

This page was built for publication: Fiducial inference on the largest mean of a multivariate normal distribution