线性回归区间上的精确置信带

Exact Confidence Bands for Linear Regression Over Intervals

Journal of the American Statistical Association · 1983
被引 12
ABS 4

中文导读

本文提出一种在简单线性回归中,针对任意有限个区间或点集的并集构造精确置信带的方法,并提供了三点集和区间情形的表格。

Abstract

Abstract Exact simultaneous confidence intervals and bands for the regression line on a set Cx in simple linear regression have been known only when Cx is a finite set with one or two points or when Cx is a finite or infinite interval. Otherwise, conservative bands have been used. In this article we present a method for constructing exact confidence bands on an arbitrary finite union of intervals or points. Also, tables are provided for cases of finite Cx with three points and of Cx an interval.

线性回归置信区间统计推断回归分析