scientific article; zbMATH DE number 913712

MaRDI QIDQ4887838zbMATH OpenFDO

Authors Michael Cain

Publication date 17 November 1996

zbMATH Keywords

biasedbivariate \(t\) distributionheteroscedastic errorslinear combination forecastmaximum of two forecastsmean forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cited in

(3)

• On extremes of two-dimensional Student-t distribution of the Marshall-Olkin type
• Mathematical properties of the multivariate \(t\) distribution
• Simultaneous prediction using target function based on principal components estimator with correlated errors

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