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
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author Sarkar, Pritam
Bandyopadhyay, Uttam
Bhattacharya, Rahul
author_facet Sarkar, Pritam
Bandyopadhyay, Uttam
Bhattacharya, Rahul
author_sort Sarkar, Pritam
collection PubMed
description 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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spelling pubmed-97350632022-12-12 On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure Sarkar, Pritam Bandyopadhyay, Uttam Bhattacharya, Rahul J Stat Theory Pract Original Article 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. Springer International Publishing 2022-12-06 2023 /pmc/articles/PMC9735063/ /pubmed/36533269 http://dx.doi.org/10.1007/s42519-022-00310-7 Text en © Grace Scientific Publishing 2022, Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Original Article
Sarkar, Pritam
Bandyopadhyay, Uttam
Bhattacharya, Rahul
On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title_full On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title_fullStr On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title_full_unstemmed On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title_short On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure
title_sort on fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure
topic Original Article
url 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
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