A numerical comparison of some prediction densities for the normal linear model (Q1084807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical comparison of some prediction densities for the normal linear model |
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A numerical comparison of some prediction densities for the normal linear model (English)
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1987
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Based upon the computed values of the Kullback-Leibler divergence, the relative advantage of an optimal prediction density for the normal linear model over three well-known competitors is displayed and discussed.
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multivariate normal density
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Kullback-Leibler divergence
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optimal prediction density
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normal linear model
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