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

DOI10.1007/S42519-022-00310-7zbMATH Open1514.62157MaRDI QIDQ6100202FDOQ6100202

Rahul Bhattacharya, Pritam Sarkar, Uttam Bandyopadhyay

Publication date: 22 June 2023

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

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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)

Cites Work

• 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
• Title not available (Why is that?)
• Finite Sample Analysis of the First Order Autoregressive Model
• 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
• 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
• Title not available (Why is that?)

Cited In (1)

• ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED

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