\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error
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Publication:1342794
DOI10.1007/BF02926406zbMath0807.62028OpenAlexW2066267885MaRDI QIDQ1342794
Publication date: 1 March 1995
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02926406
heteroscedastic variancemultivariate regression modelheteroscedastic errors\(F\)-distributionprediction distributionmultivariate Student-\(t\) distributionstructural relationbeta-expectation tolerance regioninvariant differentialsunknown number of degrees of freedom
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Cites Work
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- An Approach to Simultaneous Tolerance Intervals in Regression