{"title":"一阶自回归协方差结构多元正态分布的固定精度置信区间。","authors":"Pritam Sarkar, Uttam Bandyopadhyay, Rahul Bhattacharya","doi":"10.1007/s42519-022-00310-7","DOIUrl":null,"url":null,"abstract":"<p><p>In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ( <math><msup><mi>σ</mi> <mn>2</mn></msup> </math> ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics are obtained and simulation results are presented.</p>","PeriodicalId":45853,"journal":{"name":"Journal of Statistical Theory and Practice","volume":"17 1","pages":"13"},"PeriodicalIF":0.6000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9735063/pdf/","citationCount":"0","resultStr":"{\"title\":\"On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure.\",\"authors\":\"Pritam Sarkar, Uttam Bandyopadhyay, Rahul Bhattacharya\",\"doi\":\"10.1007/s42519-022-00310-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ( <math><msup><mi>σ</mi> <mn>2</mn></msup> </math> ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics are obtained and simulation results are presented.</p>\",\"PeriodicalId\":45853,\"journal\":{\"name\":\"Journal of Statistical Theory and Practice\",\"volume\":\"17 1\",\"pages\":\"13\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9735063/pdf/\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Theory and Practice\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s42519-022-00310-7\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Theory and Practice","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s42519-022-00310-7","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure.
In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ( ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics are obtained and simulation results are presented.
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