Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors
نویسندگان
چکیده
منابع مشابه
Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors
This paper considers multiple regression model with multivariate spherically symmetric errors to determine optimal β-expectation tolerance regions for the future regression vector (FRV) and future residual sum of squares (FRSS) by using the prediction distributions of some appropriate functions of future responses. The prediction distribution of the FRV, conditional on the observed responses, i...
متن کاملDistribution of future location vector and residual sum of squares for multivariate location-scale model with spherically contoured errors
The multivariate location-scale model with a family of spherically contoured errors is considered for both realized and future responses. The predictive distributions of the future location vector (FLV) and future residual sum of squares (FRSS) for the future responses are obtained. Conditional on the realized responses, the FLV follows a multivariate Student-t distribution whose shape paramete...
متن کاملPredictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
This paper proposes predictive inference for the multiple regression model with independent normal errors. The distributions of the sample regression vector (SRV) and the residual sum of squares (RSS) for the model are derived by using invariant differentials. Also the predictive distributions of the future regression vector (FRV) and the future residual sum of squares (FRSS) for the future reg...
متن کاملOptimal Tolerance Regions for Some Functions of Multiple Regression Model with Student-t Errors
This paper considers the multiple regression model to determine optimal βexpectation tolerance regions for the future regression vector (FRV) and future residual sum of squares (FRSS) by using the prediction distributions of some appropriate functions of future responses. It is assumed that the errors of the regression model follow a multivariate Student-t distribution with unknown shape parame...
متن کاملEstimation in multiple regression model with elliptically contoured errors under MLINEX loss
This paper considers estimation of the regression vector of the multiple regression model with elliptically symmetric contoured errors. The generalized least square (GLS), restricted GLS and preliminary test (PT) estimators for regression parameter vector are obtained. The performances of the estimators are studied under multiparameter linear exponential loss function (MLINEX), and the dominanc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Papers
سال: 2007
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-007-0095-y