Confidence Bands in Multivariate Polynomial Regression
作者:
A.V. Gafarian,
期刊:
Technometrics
(Taylor Available online 1978)
卷期:
Volume 20,
issue 2
页码: 141-149
ISSN:0040-1706
年代: 1978
DOI:10.1080/00401706.1978.10489638
出版商: Taylor & Francis Group
关键词: Confidence bands;Polynomial regression;Arbitrary known degree;Multivariate normal observations
数据来源: Taylor
摘要:
This paper deals with the problem of constructing a confidence band over the real line for a polynomial regression curve of known degree. The situation involves successive, and therefore in general, correlated measurements, say, in time, on the same objects. Two methods for constructing these bands are developed when the measurements are assumed to be multivariate normal. They are then compared to determine when one provides narrower bandwidths than the other. The confidence level I – α is, in general, a lower bound.
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