Tolerance regions in multivariate linear regression

DOI10.1016/J.JSPI.2003.07.002MaRDI QIDQ1888864zbMATH OpenOpenAlexFDO

Authors Yi-Tzu Lee, Thomas Mathew

Publication date 29 November 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.07.002

zbMATH Keywords

Coverage probabilityNoncentral chi-squareTolerance factorWishart distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Statistical tables (62Q05) Monte Carlo methods (65C05)

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Cites work

• \(\beta\)-expectation tolerance regions for a generalized multivariate model with normal error variables
• β-Expectation tolerance region for the multilinear model with matrix-terror distribution
• Comparison of Approximation Methods for Computing Tolerance Factors for a Multivariate Normal Population
• Construction of \beta-Content Tolerance Regions at Confidence Level \gamma for Large Samples from the k-Variate Normal Distribution
• Data. A collection of problems from many fields for the student and research worker
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• Predictive inference for the elliptical linear model
• Setting of Tolerance Limits When the Sample is Large
• Tolerance regions for a multivariate normal population

Cited in

(15)

• Building and using semiparametric tolerance regions for parametric multinomial models
• -expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error
• Central tolerance regions and reference regions for multivariate normal populations
• Approximate ellipsoidal tolerance regions for multivariate normal populations
• Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
• Statistical inference for multivariate partially linear regression models
• scientific article; zbMATH DE number 3842997 (Why is no real title available?)
• Tolerance Factors in Multiple and Multivariate Linear Regressions
• A bibliography of statistical tolerance regions, II
• Regression tolerance intervals
• Two-sided tolerance intervals in a simple linear regression
• Improved Tolerance Factors for Multivariate Normal Distributions
• Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance
• Estimation of tolerance limits from reference data
• Regression-based rectangular tolerance regions as reference regions in laboratory medicine

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