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Improved confidence regions for a mean vector under general conditions

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  • Xu, Jin
  • Gupta, Arjun K.

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  • Xu, Jin & Gupta, Arjun K., 2006. "Improved confidence regions for a mean vector under general conditions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1051-1062, November.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:1051-1062
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    References listed on IDEAS

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    1. Fujikoshi, Yasunori, 2000. "Transformations with Improved Chi-Squared Approximations," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 249-263, February.
    2. Sepanski, S. J., 1994. "Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 41-54, April.
    3. Datta, S. & Mukhopadhyay, N., 1997. "On Sequential Fixed-Size Confidence Regions for the Mean Vector," Journal of Multivariate Analysis, Elsevier, vol. 60(2), pages 233-251, February.
    4. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549.
    5. Fujisawa, Hironori, 1997. "Improvement on Chi-Squared Approximation by Monotone Transformation," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 84-89, January.
    6. Nagao, Hisao & Srivastava, M. S., 2002. "Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 259-273, May.
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    Cited by:

    1. Withers, Christopher S. & Nadarajah, Saralees, 2012. "Improved confidence regions based on Edgeworth expansions," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4366-4380.
    2. de Peretti, Christian & Siani, Carole, 2010. "Graphical methods for investigating the finite-sample properties of confidence regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 262-271, February.

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