On consistency of some predicting densities for the multivariate linear model

zbMATH Open0884.62058MaRDI QIDQ1366489FDOQ1366489

Martin S. Levy, T. K. Keyes

Publication date: 10 September 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

consistencystochastic orderpredictive likelihoodBayesian predictive densitymatrix Student-t

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Cited In (3)

• A maximum likelihood prediction function for the linear model with consistency results
• A new predictive distribution for normal multivariate linear models
• The prediction distribution for the heteroscedastic multivariate lineary models

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