Applications of hyperellipsoidal prediction regions

DOI10.1007/s00362-016-0796-1zbMath1419.62092OpenAlexW2462450359MaRDI QIDQ1785807

David J. Olive

Publication date: 1 October 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0796-1

zbMATH Keywords

bootstrapprediction intervalbaggingmultivariate linear regressiondensity region

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

Prediction intervals for GLMs, GAMs, and some survival regression models, Bootstrapping analogs of the one way MANOVA test, Bootstrapping some GLM and survival regression variable selection estimators, Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals, Bootstrapping multiple linear regression after variable selection

Uses Software

• R
• sipack

Cites Work

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