Abstract
ABSTRACTWe deal with the problem of estimating constructing a confidence band for the 100γth percentile line in the multiple linear regression model with independent identically normally distributed errors. A method for computing the exact Scheffé type confidence band over a limited space of the particular covariates region is suggested. A confidence band depends on an estimator of the percentile line. The confidence bands based on the different estimators of the percentile line are compared with respect to the average bandwidth.
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