Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:66

Article

Aoshima, M ; Mukhopadhyay, N

关键词: equal intraclass covariance matrix;    unequal intraclass covariance matrices;    simultaneous inference;    two-stage procedures;    exact consistency;    efficiency;   

DOI  :  10.1006/jmva.1997.1734

来源: Elsevier

【 摘 要 】

The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors of k(greater than or equal to 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 be nt least 1 - alpha, the preassigned nominal value, 0 < alpha < 1. Asymptotic efficiency properties are addressed. In the case of fixed and finite initial sample size, efficiency related issues are also discussed. (C) 1998 Academic Press.

【 授权许可】

Free