Applications of hyperellipsoidal prediction regions (Q1785807)
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English | Applications of hyperellipsoidal prediction regions |
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Applications of hyperellipsoidal prediction regions (English)
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1 October 2018
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From the author's introduction: ``This paper shows that the author's [``Asymptotically optimal regression prediction intervals and prediction regions for multivariate data'', Int. J. Stat. Probab. 2, 90--100 (2013; \url{doi:10.5539/ijsp.v2n1p90})] nonparametric prediction region computed from pseudodata can result in a prediction region for the multivariate linear regression model, while the nonparametric prediction region computed from a bootstrap sample can result in a confidence region.'' For more results and references see [\textit{T. Cai} et al., Biometrika 95, No. 1, 75--92 (2008; Zbl 1437.62405)] and [\textit{J. Lei} et al., J. Am. Stat. Assoc. 113, No. 523, 1094--1111 (2018; Zbl 1402.62155)].
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density region
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prediction interval
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multivariate linear regression
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bagging
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bootstrap
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