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http://hdl.handle.net/2445/23403
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DC Field | Value | Language |
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dc.contributor.author | Corcuera Valverde, José Manuel | cat |
dc.contributor.author | Giummolè, Federica | cat |
dc.date.accessioned | 2012-04-10T10:45:28Z | - |
dc.date.available | 2012-04-10T10:45:28Z | - |
dc.date.issued | 2006 | - |
dc.identifier.issn | 1350-7265 | - |
dc.identifier.uri | http://hdl.handle.net/2445/23403 | - |
dc.description.abstract | The problem of prediction is considered in a multidimensional setting. Extending an idea presented by Barndorff-Nielsen and Cox, a predictive density for a multivariate random variable of interest is proposed. This density has the form of an estimative density plus a correction term. It gives simultaneous prediction regions with coverage error of smaller asymptotic order than the estimative density. A simulation study is also presented showing the magnitude of the improvement with respect to the estimative method. | eng |
dc.format.extent | 12 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | - |
dc.relation.isformatof | Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1141136655 | - |
dc.relation.ispartof | Bernoulli, 2006, vol. 12, núm. 1, p. 157-168. | - |
dc.rights | (c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Teoria de la predicció | cat |
dc.subject.classification | Estadística matemàtica | cat |
dc.subject.other | Prediction theory | eng |
dc.subject.other | Mathematical statistics | eng |
dc.title | Multivariate prediction | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 561598 | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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561598.pdf | 109.35 kB | Adobe PDF | View/Open |
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