Studentization and prediction in a multivariate normal setting

DOI10.1111/J.1467-9574.2005.00297.XMaRDI QIDQ5313463zbMATH OpenOpenAlexFDO

Authors Morris L. Eaton, D. A. S. Fraser

Publication date 1 September 2005

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2005.00297.x

zbMATH Keywords

pivotal quantitiesancillarityformal Bayes predictive distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• scientific article; zbMATH DE number 735230 (Why is no real title available?)
• scientific article; zbMATH DE number 3263743 (Why is no real title available?)
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(4)

• scientific article; zbMATH DE number 706376 (Why is no real title available?)
• Studentization and prediction problems in multivariate multiple regression
• A new predictive distribution for normal multivariate linear models
• Predictivistic characterizations of multivariate Student-\(t\) models

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