Prediction distribution of future regression and residual sum of squares matrices for multivariate simple regression model with correlated normal responses
Article
Article Title | Prediction distribution of future regression and residual sum of squares matrices for multivariate simple regression model with correlated normal responses |
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ERA Journal ID | 41643 |
Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | Journal of Applied Probability and Statistics |
Journal Citation | 1 (1), pp. 15-30 |
Number of Pages | 16 |
Year | 2006 |
Publisher | Islamic Countries Society of Statistical Sciences (ISOSS) |
Place of Publication | United States |
ISSN | 1930-6792 |
Web Address (URL) | http://japs.dixiewpublishing.com/ |
Abstract | This paper considers multivariate simple regression model under normally distributed errors, for both realized and future responses, with unknown regression parameters and |
Keywords | multivariate simple regression model; invariant differentials; uniform prior; predictive inference; future regression matrix; residual sum of squares matrix; matrix normal; matrix T; generalized beta distributions |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | Australian Centre for Sustainable Catchments |
https://research.usq.edu.au/item/9y38w/prediction-distribution-of-future-regression-and-residual-sum-of-squares-matrices-for-multivariate-simple-regression-model-with-correlated-normal-responses
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