Summary
The purpose of this paper is two-fold: (i) to extend the simultaneous confidence intervals procedures (SCIP) of Healy [7] along the lines of Chow and Robbins [3] and (ii) to develop certain robust non-parametric SCIP based on the results of Sen [10] and Sen and Ghosh [11]; the allied efficiency results are also presented.
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Work supported by the National Institutes of Health, Grant GM-12868.
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Ghosh, M., Sen, P.K. On some sequential simultaneous confidence intervals procedures. Ann Inst Stat Math 25, 123–133 (1973). https://doi.org/10.1007/BF02479364
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DOI: https://doi.org/10.1007/BF02479364