Multivariate prediction
| 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.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.identifier.idgrec | 561598 | |
| dc.identifier.issn | 1350-7265 | |
| dc.identifier.uri | https://hdl.handle.net/2445/23403 | |
| 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.rights.accessRights | info:eu-repo/semantics/openAccess | |
| 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 |
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