\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error (Q1342794)

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\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error
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    \(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error (English)
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    1 March 1995
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    beta-expectation tolerance region
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    heteroscedastic variance
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    invariant differentials
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    prediction distribution
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    structural relation
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    \(F\)-distribution
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    multivariate Student-\(t\) distribution
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    multivariate regression model
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    heteroscedastic errors
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    unknown number of degrees of freedom
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