Simultaneous confidence tubes in multivariate linear regression

DOI10.1111/SJOS.12217MaRDI QIDQ2821485zbMATH OpenOpenAlexFDO

Authors Wei Liu, Yang Han, Fang Wan, Frank Bretz, Anthony J. Hayter

Publication date 21 September 2016

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://eprints.lancs.ac.uk/id/eprint/79028/1/accepted_version_simultaneousconfidencetube.pdf

zbMATH Keywords

multivariate linear regressionmultivariate normal distributionsimultaneous confidence bandsimultaneous confidence tubestatistical inferencestatistical simulationWishart distribution

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3083059 (Why is no real title available?)
• scientific article; zbMATH DE number 3106854 (Why is no real title available?)
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
• On the Sampling Theory of Roots of Determinantal Equations
• Simultaneous inference in regression
• The Efficiency of Simulation-Based Multiple Comparisons
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
• Upper percentage points of the largest root of a matrix in multivariate analysis

Cited in

(6)

• A simultaneous tube of the mean value of multiple observations in multivariate regression
• A confidence tube of the mean value of multiple observations in multivariate linear normal multiregression
• Simultaneous confidence tubes for comparing several multivariate linear regression models
• Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space
• Optimal designs for comparing multivariate linear models with known covariance matrix
• Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis

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