Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
نویسندگان
چکیده
منابع مشابه
Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
A simultaneous confidence band provides useful information on the plausible range of the unknown regression model, and different confidence bands can often be constructed for the same regression model. For a simple regression line, it is proposed in Liu and Hayter (2007) to use the area of the confidence set that corresponds to a confidence band as an optimality criterion in comparison of confi...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.12.003