A note on predictive inference for multivariate elliptically contoured distributions

DOI10.1080/03610920008832497zbMath0993.62048OpenAlexW1999115788MaRDI QIDQ4550606

Vee Ming Ng

Publication date: 24 September 2002

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

Full work available at URL: https://doi.org/10.1080/03610920008832497

zbMATH Keywords

robustnessclassical inferencematric-t distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model ⋮ Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors ⋮ The matrix-\(t\) distribution and its applications in predictive inference ⋮ Predictive inference for singular multivariate elliptically contoured distributions ⋮ Robust Bayesian inference for seemingly unrelated regressions with elliptical errors

Cites Work

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• Studentization and prediction problems in multivariate multiple regression
• Bayesian Estimation in Multivariate Analysis
• One-Sided Prediction Intervals to Contain at Least m out of k Future Observations

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