One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models

doi:10.1007/s00184-016-0598-4

CORC > 上海财经大学 > 上海财经大学

	One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models
	Zhou, Sanyu
刊名	METRIKA
	2017-02
卷号	80 期号:2 页码:187-200
关键词	Simultaneous inference Numerical quadrature Quadratic programming Statistical simulation
ISSN号	0026-1335
DOI	10.1007/s00184-016-0598-4
英文摘要	A simultaneous confidence band is a useful statistical tool in a simultaneous inference procedure. In recent years several papers were published that consider various applications of simultaneous confidence bands, see for example Al-Saidy et al. (Biometrika 59:1056-1062, 2003), Liu et al. (J Am Stat Assoc 99:395-403, 2004), Piegorsch et al. (J R Stat Soc 54:245-258, 2005) and Liu et al. (Aust N Z J Stat 55(4):421-434, 2014). In this article, we provide methods for constructing one-sided hyperbolic imultaneous confidence bands for both the multiple regression model over a rectangular region and the polynomial regression model over an interval. These methods use numerical quadrature. Examples are included to illustrate the methods. These approaches can be applied to more general regression models such as fixed-effect or random-effect generalized linear regression models to construct large sample approximate one-sided hyperbolic simultaneous confidence bands.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000393032400004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1043]
专题	上海财经大学
通讯作者	Zhou, Sanyu
作者单位	Shanghai Univ Finance & Econ, Inst Finance & Econ Res, Sch Urban & Reg Sci, 777 Guoding Rd, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Zhou, Sanyu. One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models[J]. METRIKA,2017,80(2):187-200.
APA	Zhou, Sanyu.(2017).One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models.METRIKA,80(2),187-200.
MLA	Zhou, Sanyu."One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models".METRIKA 80.2(2017):187-200.