Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors

DOI10.1007/S00362-007-0095-YMaRDI QIDQ841009zbMATH OpenOpenAlexFDO

Authors Shahjahan Khan

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL http://eprints.usq.edu.au/5184/1/Khan_Stat_Paps_v50n3_AV.pdf

zbMATH Keywords

invariant differentialmultiple regression modelmultivariate Student-\(t\), beta and \(F\)-distributionsnon-informative prioroptimal \(\beta\)-expectation tolerance regionprediction distributionspherical/elliptical distributions

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

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Cites work

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• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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• Elliptically Symmetric Distributions: A Review and Bibliography
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• Optimal tolerance regions for some functions of multiple regression model with Student-t errors
• Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
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Cited in

(8)

• -expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error
• Tolerance regions in multivariate linear regression
• Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
• Optimal tolerance regions for some functions of multiple regression model with Student-t errors
• scientific article; zbMATH DE number 2063714 (Why is no real title available?)
• A unified method for constructing expectation tolerance intervals
• β-Expectation tolerance region for the multilinear model with matrix-terror distribution
• Principal points for an allometric extension model

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