Minimum-volume confidence sets for normal linear regression models
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DOI: 10.1080/02331888.2018.1467418
Abstract: ABSTRACT In this article, we establish the minimum-volume confidence sets for normal linear regression models, extending the results in Zhang [Minimum volume confidence sets for parameters of normal distributions. Adv Stat Anal. 2017;101:309–320] on building… read more here.
Keywords: confidence sets; confidence; minimum volume; volume confidence ... See more keywords