A maximum likelihood prediction function for the linear model with consistency results

DOI10.1080/03610928408828753zbMath0588.62109OpenAlexW2117398340MaRDI QIDQ3716098

S. K. Perng, Martin S. Levy

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828753

zbMATH Keywords

Maximum likelihoodpredictive inferenceConsistency propertiesnormal linear regression modelKullback-Leibler information divergenceprediction functionmultivariate Student t-density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (5)

A numerical comparison of some prediction densities for the normal linear model ⋮ Consistency of modified Fisher prediction function ⋮ Optimal control designs using predicting densities for the multivariate linear model ⋮ A note on the consistency of the modified Fisher prediction function ⋮ A contact layer element for large deformations

Cites Work

• Unnamed Item
• Predictive likelihood
• Predictive inference, sufficiency, entropy and an asymptotic likelihood principle
• Goodness of prediction fit

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