Simultaneous estimation and prediction using the expected coverage measure criterion

DOI10.1214/AOS/1176350704zbMATH Open0672.62047OpenAlexW2076662023MaRDI QIDQ1120216FDOQ1120216

Authors: Peter M. Hooper 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350704

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• scientific article; zbMATH DE number 4043053

zbMATH Keywords

multivariate regressionGMANOVALebesgue measuremultivariate linear modelsHunt-Stein theoreminvariance theorysimultaneous prediction regionsminimax proceduresexpected coverage measure criterionoptimal intervalssimultaneous confidence regions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Paired and multiple comparisons; multiple testing (62J15)

Cited In (6)

• Title not available (Why is that?)
• Sample Analogs to Multidimensional Coverages with Applications to Prediction
• Applied regression analysis bibliography update 1988-89
• The growth curve model: a review
• Invariant confidence sets with smallest expected measure
• Optimal confidence regions in GMANOVA

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