Construction of simultaneous confidence bands using conditional Monte Carlo

DOI10.1016/j.spl.2021.109325zbMath1478.62197OpenAlexW4200114035MaRDI QIDQ2070612

Yanyan Li

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109325

zbMATH Keywords

simulationstatistical inferenceregression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Uses Software

• spuRs

Cites Work

• Approximation Theorems of Mathematical Statistics
• Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression
• Introduction to Scientific Programming and Simulation Using R
• Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals

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