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-yzbMath1312.62090OpenAlexW2048976815MaRDI QIDQ841009

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

non-informative priormultiple regression modelinvariant differentialmultivariate Student-\(t\), beta and \(F\)-distributionsoptimal \(\beta\)-expectation tolerance regionprediction distributionspherical/elliptical distributions

Mathematics Subject Classification ID

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

Related Items (2)

A unified method for constructing expectation tolerance intervals ⋮ Principal points for an allometric extension model

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• Some problems of statistical prediction
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