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

Sanyu Zhou ()
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Sanyu Zhou: Shanghai University of Finance and Economics

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 2, No 4, 187-200

Abstract: Abstract 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.

Keywords: Simultaneous inference; Numerical quadrature; Quadratic programming; Statistical simulation (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-016-0598-4

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