Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/23403
Title: | Multivariate prediction |
Author: | Corcuera Valverde, José Manuel Giummolè, Federica |
Keywords: | Teoria de la predicció Estadística matemàtica Prediction theory Mathematical statistics |
Issue Date: | 2006 |
Publisher: | Bernoulli Society for Mathematical Statistics and Probability |
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. |
Note: | Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1141136655 |
It is part of: | Bernoulli, 2006, vol. 12, núm. 1, p. 157-168. |
URI: | http://hdl.handle.net/2445/23403 |
ISSN: | 1350-7265 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
561598.pdf | 109.35 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.