Corcuera Valverde, José ManuelGiummolè, Federica2012-04-102012-04-1020061350-7265https://hdl.handle.net/2445/23403The 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.12 p.application/pdfeng(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006Teoria de la prediccióEstadística matemàticaPrediction theoryMathematical statisticsinfo:eu-repo/semantics/article561598info:eu-repo/semantics/openAccess