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 ([Formula: see text] ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics a...

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Detalles Bibliográficos
Autores principales: Sarkar, Pritam, Bandyopadhyay, Uttam, Bhattacharya, Rahul
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9735063/
https://www.ncbi.nlm.nih.gov/pubmed/36533269
http://dx.doi.org/10.1007/s42519-022-00310-7
Descripción
Sumario:In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ([Formula: see text] ) 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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