An Optimal Prediction Function for the Normal Linear Model

DOI10.2307/2287989MaRDI QIDQ3713377zbMATH OpenOpenAlexFDO

Authors Martin S. Levy, S. K. Perng

Publication date 1986

Full work available at URL https://doi.org/10.2307/2287989

zbMATH Keywords

predictive inferencenormal linear modeldiffuse priorKullback- Leibler divergenceprediction density

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Estimation in multivariate analysis (62H12)

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• Optimal prediction in the linearly transformed spiked model
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