Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion
Hooper, Peter M.
Ann. Statist., Tome 16 (1988) no. 1, p. 265-277 / Harvested from Project Euclid
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Simultaneous confidence regions and simultaneous prediction regions are considered using the expected coverage measure criterion of Naiman. Invariance methods are used to construct minimax procedures in multivariate linear models.
Publié le : 1988-03-14
Classification:  Confidence set,  GMANOVA,  Hunt-Stein theorem,  invariant,  minimax,  multivariate regression,  prediction region,  62F25,  62J15,  62A05,  62C20,  62H99,  62J10 
@article{1176350704,
     author = {Hooper, Peter M.},
     title = {Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 265-277},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350704}
}

Hooper, Peter M. Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion. Ann. Statist., Tome 16 (1988) no. 1, pp.  265-277. http://gdmltest.u-ga.fr/item/1176350704/