An optimum tolerance region for multivariate regression

DOI10.1016/0047-259X(80)90018-4zbMATH Open0434.62042MaRDI QIDQ1139908FDOQ1139908

Authors: Michael Evans, D. A. S. Fraser 

Publication date: 1980

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

zbMATH Keywords

multivariate regression modelnormal errormeasure of poweroptimum tolerance region

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear inference, regression (62J99) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• \(\beta\)-expectation tolerance regions for a generalized multivariate model with normal error variables
• Tolerance Regions
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Cited In (2)

• Bayes-optimal prediction with frequentist coverage control
• Invariant prediction regions with smallest expected measure

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