Abstract
This work deals with construction of fixed accuracy confidence intervals for the common variance in compound symmetric multivariate normal distribution by adopting a Stein-type two-stage setup and a completely sequential setup. Related asymptotics are developed and the procedures are evaluated by simulation study.
Acknowledgments
We thank the referee(s), the corresponding Associate Editor, and the Editor for their valuable suggestions. We also thank Aniket Biswas for pointing out a mistake in the numerical study.