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The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population |
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| Authors: | JD Tubbs |
| Institution: | University of Arkansas , Fayetteville, AR, 72701 |
| Abstract: | The affect upon the significance levels of confidence regions for the mean of a multivariate normal population are determined for certain violations of the independence assumption. |
| Keywords: | autorgressive stationary time series spectral density function Toeplitz macrix Kronecker product |