Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty

DOI10.1080/03610926.2012.657330zbMath1462.62567MaRDI QIDQ2815356

Md. Moudud Alam

Publication date: 28 June 2016

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

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:du-13512

zbMATH Keywords

predictive likelihood; coverage interval; credit risk prediction; future value prediction; profile predictive likelihood; stochastic covariate

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62J12: Generalized linear models (logistic models)

62J99: Linear inference, regression

60G25: Prediction theory (aspects of stochastic processes)

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