Studentization and prediction problems in multivariate multiple regression
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Publication:3692641
DOI10.1080/03610928508828973zbMath0574.62053OpenAlexW2087024979MaRDI QIDQ3692641
Philip Hougaard, Irwin Guttman
Publication date: 1985
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928508828973
predictionpredictive distributionfrequentist approachStudentizationBayesian pre-posterior approachmatric-normalmatric-t distribution
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions ⋮ A note on predictive inference for multivariate elliptically contoured distributions ⋮ A predictive density approach to predicting a future observable in multilevel models ⋮ The matrix-\(t\) distribution and its applications in predictive inference ⋮ Predictive inference for singular multivariate elliptically contoured distributions
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