An Exact Confidence Region in Multivariate Calibration
Mathew, Thomas; Kasala, Subramanyam;
- Publisher: The Institute of Mathematical Statistics
- Journal: issn: 0090-5364
- Subject: confidence region | 62F25 | Calibration | 62H99arxiv: 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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