Fixed width confidence region for the mean of a multivariate normal distribution

DOI10.1006/JMVA.2001.2006zbMATH Open1031.62045OpenAlexW2058564752MaRDI QIDQ697456FDOQ697456

Authors: Hisao Nagao, Muni S. Srivastava 

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2006

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zbMATH Keywords

asymptotic expansionscoverage probabilityreverse martingalescontrast of meanslargest latent root of covariance matrixspherical confidence regionsstopping variablestheorem on implicit functions

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cited In (6)

• Improved confidence regions for a mean vector under general conditions
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
• Minimum volume confidence sets for parameters of normal distributions
• 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
• Fixed–size confidence regions for the mean vector of a multinormal distribution

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