An optimum tolerance region for multivariate regression

A tolerance region is a map from the sample space of one statistical model to the event space of a second statistical model having the same parameter. This paper derives an optimum [beta]-expectation tolerance region for the multivariate regression model. A measure of power is proposed and evaluated.

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Year of publication:	1980
Authors:	Evans, M. ; Fraser, D. A. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 2, p. 268-272
Publisher:	Elsevier
Subject:	Tolerance region multivariate regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021355