An optimum tolerance region for multivariate regression |
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Authors: | M Evans DAS Fraser |
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Institution: | University of Toronto Canada |
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Abstract: | A tolerance region is a map from the sample space of one statistical model to the event space of a second statistical model having the same parameter. This paper derives an optimum β-expectation tolerance region for the multivariate regression model. A measure of power is proposed and evaluated. |
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Keywords: | 62H99 Tolerance region multivariate regression |
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