# metadata.dc.description.abstract[].value
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.

# metadata.dc.publisher[].value
Bernoulli Society for Mathematical Statistics and Probability

# metadata.dc.rights[].value
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006

# metadata.dc.source[].value
Articles publicats en revistes (Matemàtiques i Informàtica)