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]
@article{ChenLW08:0,
title = {Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation},
author = {Hubert J. Chen and Hsiu-Ling Li and Miin-Jye Wen},
year = {2008},
doi = {10.1016/j.csda.2008.03.031},
url = {http://dx.doi.org/10.1016/j.csda.2008.03.031},
researchr = {https://researchr.org/publication/ChenLW08%3A0},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {52},
number = {10},
pages = {4801-4813},
}