Invariant prediction regions with smallest expected measure

DOI10.1016/0047-259X(86)90063-1zbMath0583.62031MaRDI QIDQ1069233

Peter M. Hooper

Publication date: 1986

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

zbMATH Keywords

minimaxorder statisticsmultivariate regression modelprediction regionsmallest expected measuretolerance regionHunt-Stein conditionoptimal invariant prediction region

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15)

Related Items

Admissibility of prediction intervals ⋮ Assessing a vector of clinical observations ⋮ Median confidence regions in a nonparametric model

Cites Work

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• \(\beta\)-expectation tolerance regions for a generalized multivariate model with normal error variables
• Application of an adequate statistic to the invariant prediction region
• Sufficiency and invariance in confidence set estimation
• Minimax invariant prediction regions
• Tolerance Regions
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis