An Exact Confidence Region in Multivariate Calibration

Other literature type English OPEN
Mathew, Thomas; Kasala, Subramanyam;
(1994)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Related identifiers: doi: 10.1214/aos/1176325359
  • Subject: confidence region | 62F25 | Calibration | 62H99
    arxiv: Statistics::Methodology

In the multivariate calibration problem using a multivariate linear model, an exact confidence region is constructed. It is shown that the region is always nonempty and is invariant under nonsingular transformations.
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