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ß-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error

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Abstract

A ß-expectation tolerance region has been constructed for the multivariate regression model with heteroscedastic errors which follow a multivariate Student-t distribution with an unknown number of degrees of freedom. The ß-expectaion tolerance region obtained in this paper is optimal in the sense of having minimum enclosure among all such tolerance regions that guarantees that it would cover any preassigned proportions, namely, ß×100 percent of the future responses from the model.

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Authors and Affiliations

  1. Department of Mathematics & Computing, University of Southern Queensland, 4350, Toowoomba, Qld., Australia

    S. Khan

  2. Institute of Statistical Research & Training, University of Dhaka, 1000, Dhaka, Bangladesh

    S. Khan

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  1. S. Khan
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Khan, S. ß-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error. Statistical Papers 35, 127–138 (1994). https://doi.org/10.1007/BF02926406

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  • DOI: https://doi.org/10.1007/BF02926406

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