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Prediction Intervals Via Consonance Intervals

✍ Scribed by Lynn Roy LaMotte; Julia Volaufova


Book ID
108549100
Publisher
John Wiley and Sons
Year
1999
Weight
160 KB
Volume
48
Category
Article
ISSN
0039-0526

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By treating the nonlinear model as if it were linear in the parameterization 8 in the neighbourhood of the least squares estimate 8, we construct two-sided nominally-q-prediction intervals by applying the usual linear model theory. The derivation of the truncated series expansion of the expected cov