Combining independent information in a multivariate calibration problem

DOI10.1006/JMVA.1997.1667MaRDI QIDQ1361806zbMATH OpenOpenAlexFDO

Authors O. Diekmann

Publication date 4 November 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1667

zbMATH Keywords

mean squared errorCholesky decompositionasymptotic biasmultivariate calibrationclassical estimator

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear inference, regression (62J99) Parametric tolerance and confidence regions (62F25)

Recommendations

• Combining Independent Studies in a Calibration Problem
• On the construction of multiple use confidence regions based on combined information in univariate calibration
• A linear empirical Bayes solution for the calibration problem.
• Calibration with Many Variables

Cites work

• scientific article; zbMATH DE number 4052829 (Why is no real title available?)
• scientific article; zbMATH DE number 556049 (Why is no real title available?)
• scientific article; zbMATH DE number 3806768 (Why is no real title available?)
• An exact confidence region in multivariate calibration
• Combining Independent Studies in a Calibration Problem
• Confidence regions for the common mean vector of several multivariate normal populations
• Multivariate calibration: A generalization of the classical estimator
• On the distribution of a statistic in multivariate inverse regression analysis

Cited in

(4)

• Improved confidence intervals based on combined information in univariate calibration
• Combining information for prediction in linear regression
• scientific article; zbMATH DE number 5218657 (Why is no real title available?)
• COMBINING INFORMATION FROM LINEAR MODELS ON POSSIBLY DIFFERENT SCALES

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