An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution

Shu-Fei Wu, Hubert J. Chen. An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution. Communications in Statistics - Simulation and Computation, 45(3):952-967, 2016. [doi]

Abstract

Abstract is missing.