A maximum likelihood prediction function for the linear model with consistency results

DOI10.1080/03610928408828753MaRDI QIDQ3716098zbMATH OpenOpenAlexFDO

Authors Martin S. Levy, S. K. Perng

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828753

zbMATH Keywords

Consistency propertiesKullback-Leibler information divergenceMaximum likelihoodmultivariate Student t-densitynormal linear regression modelprediction functionpredictive inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• Goodness of prediction fit
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• Predictive inference, sufficiency, entropy and an asymptotic likelihood principle
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Cited in

(8)

• A note on the consistency of the modified Fisher prediction function
• A numerical comparison of some prediction densities for the normal linear model
• Consistency of modified Fisher prediction function
• A contact layer element for large deformations
• An Optimal Prediction Function for the Normal Linear Model
• A Closer Look at the Deviance
• Asymptotic Likelihood-Based Prediction Functions
• Optimal control designs using predicting densities for the multivariate linear model

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