Conservative confidence ellipsoids for linear model parameters

DOI10.3103/S1066530709040048zbMath1282.62162OpenAlexW2085502461MaRDI QIDQ2439209

Andrew. L. Rukhin

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530709040048

zbMATH Keywords

multilinear formselliptic integralsSchur productzonal polynomialselementary symmetric functionsDirichlet averagesBinet-Cauchy formulaquadratic forms in normal vectors

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30) Approximations to statistical distributions (nonasymptotic) (62E17) Distribution theory (60E99)

Cites Work

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• Conservative confidence intervals based on weighted means statistics
• Identities for negative moments of quadratic forms in normal variables
• Heteroscedasticity-robustness of jackknife variance estimators in linear models
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Jackknife, bootstrap and other resampling methods in regression analysis
• Matrix Analysis
• Jackknife variance estimators in linear models
• Comparison of Estimators of Heteroscedastic Variances in Linear Models
• Some Inequalities for Hypergeometric Functions

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