Simultaneous Confidence Tubes in Multivariate Linear Regression

DOI10.1111/sjos.12217zbMath1468.62293OpenAlexW2301145698MaRDI QIDQ2821485

Yang Han, Wei Liu, Fang Wan, Frank Bretz, Anthony J. Hayter

Publication date: 21 September 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/79028/1/accepted_version_simultaneousconfidencetube.pdf

zbMATH Keywords

statistical inferenceWishart distributionmultivariate normal distributionstatistical simulationmultivariate linear regressionsimultaneous confidence bandsimultaneous confidence tube

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Simultaneous confidence tubes for comparing several multivariate linear regression models ⋮ A simultaneous tube of the mean value of multiple observations in multivariate regression ⋮ A confidence tube of the mean value of multiple observations in multivariate linear normal multiregression

Cites Work

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• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
• On the Sampling Theory of Roots of Determinantal Equations
• On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis

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