On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure

DOI10.1007/S42519-022-00310-7MaRDI QIDQ6100202zbMATH OpenFDO

Authors Pritam Sarkar, Uttam Bandyopadhyay, Rahul Bhattacharya

Publication date 22 June 2023

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

zbMATH Keywords

autoregressive modelasymptotic relative efficiencyStein two-stage procedurefixed accuracy confidence interval

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 4077140 (Why is no real title available?)
• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
• Finite Sample Analysis of the First Order Autoregressive Model
• Fixed Accuracy Interval Estimation of the Common Variance in an Equi-Correlated Normal Distribution
• Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling
• Inference on the Common Variance of Correlated Normal Random Variables
• On two-stage sampling for fixed-width interval estimation of the common variance of equi-correlated normal distributions

Cited in

(3)

• On sequential confidence interval in a stationary Gaussian process
• Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling
• ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED

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