Minimum-volume confidence sets for normal linear regression models

DOI10.1080/02331888.2018.1467418zbMath1408.62130OpenAlexW2801616057MaRDI QIDQ4579991

Jin Zhang

Publication date: 13 August 2018

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1467418

zbMATH Keywords

confidence regioncritical valuesufficient statisticestimation efficiencypivotal quantity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Uses Software

• R

Cites Work

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• Minimum-area confidence sets for a normal distribution
• Minimum volume confidence sets for parameters of normal distributions
• The geometrical interpretation of statistical tests in multivariate linear regression
• Linear Statistical Inference and its Applications
• Minimum Volume Confidence Sets for Two-Parameter Exponential Distributions

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