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

Pritam SarkarUttam BandyopadhyayRahul Bhattacharya

Published in: Journal of statistical theory and practice (2022)

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.

Keyphrases

data analysis
minimally invasive