A note on predictive inference for multivariate elliptically contoured distributions

DOI10.1080/03610920008832497MaRDI QIDQ4550606zbMATH OpenOpenAlexFDO

Authors Vee Ming Ng

Publication date 24 September 2002

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

Full work available at URL https://doi.org/10.1080/03610920008832497

zbMATH Keywords

classical inferencematric-t distributionrobustness

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Bayesian Estimation in Multivariate Analysis
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• One-Sided Prediction Intervals to Contain at Least m out of k Future Observations
• Studentization and prediction problems in multivariate multiple regression

Cited in

(15)

• Predictive inference for singular multivariate elliptically contoured distributions
• Bayes prediction in regressions with elliptical errors
• Predictive inference for the elliptical linear model
• A note on Bayesian spatial prediction using the elliptical distribution.
• Bayesian analysis of the calibration problem under elliptical distributions.
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• The matrix-\(t\) distribution and its applications in predictive inference
• Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
• scientific article; zbMATH DE number 139852 (Why is no real title available?)
• scientific article; zbMATH DE number 2058061 (Why is no real title available?)
• Predicting precision matrices for color matching problem
• Inference in multivariate linear regression models with elliptically distributed errors
• Multivariate elliptically contoured autoregressive process
• Bayesian inference for multivariate regression model with generalized matrix variate distributions
• Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors

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