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Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models

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  • Aoshima, Makoto
  • Mukhopadhyay, Nitis
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    Abstract

    The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors ofk([greater-or-equal, slanted]2) independent multivariate normal distributions is considered when those covariance matrices have the intraclass correlation structures. Two-stage procedures are developed for which the simultaneous confidence levels are shown to beat least1-[alpha], the preassigned nominal value, 0

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 66 (1998)
    Issue (Month): 1 (July)
    Pages: 46-63

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    Handle: RePEc:eee:jmvana:v:66:y:1998:i:1:p:46-63

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    Related research

    Keywords: Equal intraclass covariance matrix; unequal intraclass covariance matrices; simultaneous inference; two-stage procedures; exact consistency; efficiency;

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    1. Ajit Chaturvedi & N. Shukla & Pramod Shukla, 1992. "Fixed-width confidence intervals for contrasts in the means," Annals of the Institute of Statistical Mathematics, Springer, vol. 44(1), pages 157-167, March.
    2. N. Mukhopadhyay, 1980. "A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean," Metrika, Springer, vol. 27(1), pages 281-284, December.
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