Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation

Hubert J. Chen, Hsiu-Ling Li, Miin-Jye Wen. Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation. Computational Statistics & Data Analysis, 52(10):4801-4813, 2008. [doi]

Abstract

Abstract is missing.