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。

IF 0.6 Q4 STATISTICS & PROBABILITY

Journal of Statistical Theory and Practice Pub Date : 2023-01-01 DOI:10.1007/s42519-022-00310-7

Pritam Sarkar, Uttam Bandyopadhyay, Rahul Bhattacharya

引用次数: 0

摘要

本文对具有1阶自回归协方差结构的多元正态分布所对应的共方差(σ 2)参数的定精度置信区间估计，采用了stein型两阶段抽样方法。得到了相关的渐近性，并给出了仿真结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure.

查看原文本刊更多论文

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 ( $σ^{2}$ ) 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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来源期刊

Journal of Statistical Theory and Practice STATISTICS & PROBABILITY-

CiteScore

1.40

自引率

0.00%

发文量