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A Confidence Tube of the Mean Value of Multiple Observations in Multivariate Linear Normal Multiregression

  • A. G. BelovEmail author
Article
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Abstract

The problem of constructing a confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. To solve it, confidence multivariate ellipsoidal limits of the mean value of multiple responses are obtained. In the case of a simple bivariate regression model, confidence tubes are numerically modelled and analyzed by comparing them for the mean of multiple observations, regression, and response.

Keywords

confidence tube multivariate linear normal multiregression multiple responses 

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References

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    T. W. Anderson, An Introduction to Multivariate Statistical Analysis (Wiley, New York, 2003).zbMATHGoogle Scholar
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    W. Liu, Y. Han, F. Wan, F. Bretz, and A. J. Hayter, “Simultaneous confidence tubes in multivariate linear regression,” Scand. J. Statist. 43, 879–885 (2016).MathSciNetCrossRefzbMATHGoogle Scholar
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    W. Liu, Simultaneous Inference in Regression (Taylor and Francis Group, London, 2011).zbMATHGoogle Scholar
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    A. G. Belov, “Confidence prediction of the mean values of multiple observations,” Moscow Univ. Comput. Math. Cybern. 36, 65–70 (2016).MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Allerton Press, Inc. 2019

Authors and Affiliations

  1. 1.Department of Computational Mathematics and CyberneticsMoscow State UniversityMoscowRussia

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