Optimal tolerance regions for some functions of multiple regression model with Student-t errors

DOI10.1080/09720510.2006.10701231zbMath1191.62121OpenAlexW2019097368MaRDI QIDQ3567571

Shahjahan Khan

Publication date: 17 June 2010

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2006.10701231

zbMATH Keywords

non-informative priorinvariant differentialprediction distributiontolerance regionbeta and \(F\)-distributionsmultivariate Student-toptimal \(\beta\)-expectation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

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