Optimal experimental design that minimizes the width of simultaneous confidence bands
نویسندگان
چکیده
منابع مشابه
Comparison Of Hyperbolic And Constant Width Simultaneous Confidence Bands in Multiple Linear Regression Under MVCS Criterion
A simultaneous confidence band gives useful information on the reasonable range of the unknown regression model. In this note, when the predictor variables are constrained to a special ellipsoidal region, hyperbolic and constant width confidence bonds for a multiple linear regression model are compared under the minimum volome confidence set (MVCS) criterion. The size of one speical an...
متن کامل2005: Bootstrapping Simultaneous Confidence Bands
Once a regression has been fitted to data, it is usually necessary to add confidence intervals to indicate the accuracy of the fitted regression line. This can easily be done for individual explanatory variable values. However sometimes confidence limits are needed simultaneously for the whole range of explanatory variable values of interest. In other words the problem is to construct a confide...
متن کاملWidth-scaled confidence bands for survival functions
A popular simultaneous confidence band for survival functions is the equal precision band of Nair [1984. Confidence bands for survival functions with censored data: a comparative study. Technometrics 26, 265–275] This band is found by adjusting the level of Wald-type pointwise confidence intervals centered on the Kaplan–Meier estimator. The present paper develops a complementary method of adjus...
متن کاملMinimum-Width Confidence Bands via Constraint Optimization
The use of constraint optimization has recently proven to be a successful approach to providing solutions to various NP-hard search and optimization problems in data analysis. In this work we extend the use of constraint optimization systems further within data analysis to a central problem arising from the analysis of multivariate data, namely, determining minimum-width multivariate confidence...
متن کاملComparison 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: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1546