Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors
| Year of publication: |
2009
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|---|---|
| Authors: | Khan, Shahjahan |
| Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 3, p. 511-525
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| Publisher: |
Springer |
| Subject: | Multiple regression model | Prediction distribution | Optimal β − expectation tolerance region | Invariant differential | Non-informative prior | Spherical/elliptical distributions | Multivariate Student-t | beta and F-distributions | Primary 62H10 | Secondary 62J12 |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004966065