Titlebook: Robust Multivariate Analysis; David J. Olive Textbook 2017 Springer International Publishing AG 2017 Robust Statistics.Prediction Region.B

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DD Plots and Prediction Regions,tion . that work even if the iid training data . come from an unknown distribution. The prediction regions can be visualized with the DD plot. The classical prediction region assumes that the data are iid from a multivariate normal distribution, and the region tends to have too small of a volume if

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