Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region

Sanyu Zhou (), Defa Wang () and Jingjing Zhu ()
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Sanyu Zhou: Shanghai University of Finance and Economics
Defa Wang: Shanghai University of Finance and Economics
Jingjing Zhu: Shanghai University of Finance and Economics

Statistical Papers, 2020, vol. 61, issue 3, No 20, 1335-1346

Abstract: Abstract This paper provides the method of constructing the simultaneous confidence band for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region. The band is compared with that on a rectangular region. It is shown that the band on the ellipsoidal region has a big advantage. The proposed method allows to construct the Type I band and the Type II band, and also allows to constrain the predictor variables either in finite intervals or in infinite intervals. In order to evaluate the efficiency of the band, the average width criterion is introduced, under which the Type I band and the Type II band are compared. All stated above are illustrated by a real example of a leaching rate study.

Keywords: Simultaneous inference; Average width criterion; Statistical simulation; Percentile hyper-plane (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-018-0990-4

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