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dc.contributor.authorCorcuera Valverde, José Manuelcat
dc.contributor.authorGiummolè, Federicacat
dc.description.abstractThe 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.extent12 p.-
dc.publisherBernoulli Society for Mathematical Statistics and Probability-
dc.relation.isformatofReproducció del document publicat a:
dc.relation.ispartofBernoulli, 2006, vol. 12, núm. 1, p. 157-168.-
dc.rights(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationTeoria de la predicciócat
dc.subject.classificationEstadística matemàticacat
dc.subject.otherPrediction theoryeng
dc.subject.otherMathematical statisticseng
dc.titleMultivariate predictioneng
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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