On minimum volume properties of some confidence regions for multiple multivariate normal means

S. Bedbur, J.M. Lennartz and U. Kamps

Statistics & Probability Letters, 2020, vol. 158, issue C

Abstract: In a multi-sample model of multivariate normal distributions with covariance matrices being known or known except for unknown multipliers, simultaneous confidence regions for the mean vectors are provided with minimum volume properties. The univariate case with unknown variances is included.

Keywords: Simultaneous confidence region; Normal distribution; Minimum volume (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2019.108676

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