Goodness of Prediction Fit for Multivariate Linear Models

DOI10.2307/2291395zbMath0870.62025OpenAlexW4255844215MaRDI QIDQ3128659

Martin S. Levy, T. K. Keyes

Publication date: 18 September 1997

Full work available at URL: https://doi.org/10.2307/2291395

zbMATH Keywords

calculus of variationsdiscrimination informationpredictive inferencepredictive likelihoodmultivariate linear modelKullback-Leibler lossBayesian predictive densitygeneral location-scale familyinvariant Student-\(t\) random matrixJeffreys noninformative priormatrix normal error terms

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (6)

Algorithms for Fitting Blinex Loss Parameters ⋮ On the sample information about parameter and prediction ⋮ A predictive density approach to predicting a future observable in multilevel models ⋮ Dutch book against some `objective' priors ⋮ Assessing a vector of clinical observations ⋮ Comment on article by Rubio and Steel

This page was built for publication: Goodness of Prediction Fit for Multivariate Linear Models