\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error (Q1342794)
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scientific article; zbMATH DE number 711371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error |
scientific article; zbMATH DE number 711371 |
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\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error (English)
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1 March 1995
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beta-expectation tolerance region
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heteroscedastic variance
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invariant differentials
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prediction distribution
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structural relation
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\(F\)-distribution
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multivariate Student-\(t\) distribution
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multivariate regression model
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heteroscedastic errors
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unknown number of degrees of freedom
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