Optimal control designs using predicting densities for the multivariate linear model

DOI10.1080/03610929608831769MaRDI QIDQ4337198zbMATH OpenOpenAlexFDO

Authors Martin S. Levy, T. K. Keyes

Publication date 5 November 1997

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

Full work available at URL https://doi.org/10.1080/03610929608831769

zbMATH Keywords

Kullback-Leibler divergencequality controlpredictive inferenceBayesian predictive densityfuture risk

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 3724615 (Why is no real title available?)
• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• A Note on the Estimation of Probability Density Functions
• A Simple Predictive Density Function
• A maximum likelihood prediction function for the linear model with consistency results
• An Optimal Prediction Function for the Normal Linear Model
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On Information and Sufficiency
• On parametric density estimation
• On the estimation of parametric density functions
• Prediction and Decision Problems in Regression Models from the Bayesian Point of View
• Predictive fit for natural exponential families
• The estimation of multivariate normal density functions using incomplete data

Cited in

(2)

• Dual control of linearly parameterised models via prediction of posterior densities
• A Note on an Input Control Model of a Predictive Regression Interval

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