Título:
|
Multivariate prediction
|
Autor/a:
|
Corcuera Valverde, José Manuel; Giummolè, Federica
|
Otros autores:
|
Universitat de Barcelona |
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. |
Materia(s):
|
-Teoria de la predicció -Estadística matemàtica -Prediction theory -Mathematical statistics |
Derechos:
|
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006
|
Tipo de documento:
|
Artículo Artículo - Versión publicada |
Editor:
|
Bernoulli Society for Mathematical Statistics and Probability
|
Compartir:
|
|