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
|
---|---|
Authors: | Khan, Shahjahan |
Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 3, p. 511-525
|
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 |
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