Predictive inference for the elliptical linear model

DOI10.1006/jmva.1998.1792zbMath1063.62545OpenAlexW2013265770MaRDI QIDQ1283924

M. Safiul Haq, B. M. Golam Kibria

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1792

zbMATH Keywords

linear modelmarginal likelihoodmodelelliptical distributionprediction distribution\(\beta\)-expectation tolerance regionARMA(1,1)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (11)

Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions ⋮ Tolerance regions in multivariate linear regression ⋮ A note on Bayesian spatial prediction using the elliptical distribution. ⋮ A unified method for constructing expectation tolerance intervals ⋮ Central tolerance regions and reference regions for multivariate normal populations ⋮ The matrix-\(t\) distribution and its applications in predictive inference ⋮ Tolerance Factors in Multiple and Multivariate Linear Regressions ⋮ Some useful integrals and their applications in correlation analysis ⋮ Predictive inference for singular multivariate elliptically contoured distributions ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models ⋮ Bivariate elliptical regression for modeling interval-valued data

Cites Work

• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Bayes prediction in regressions with elliptical errors
• \(\beta\)-expectation tolerance regions for a generalized multivariate model with normal error variables
• Tolerance Regions
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Predictive inference for linear and multivariate linear models with ma(1) error processes
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Prediction and Decision Problems in Regression Models from the Bayesian Point of View
• Bayesian Estimation in Multivariate Analysis
• Some problems of statistical prediction
• Structural Analysis for the First Order Autoregressive Stochastic Models
• Simultaneous Prediction Intervals for a Regression Model
• NOTE ON THE NON‐EXISTENCE OF A MAXIMUM LIKELIHOOD ESTIMATE1
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