Optimal control designs using predicting densities for the multivariate linear model

DOI10.1080/03610929608831769zbMath0875.62478OpenAlexW2066132533MaRDI QIDQ4337198

Martin S. Levy, T. K. Keyes

Publication date: 5 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831769

zbMATH Keywords

quality controlKullback-Leibler divergencepredictive inferenceBayesian predictive densityfuture risk

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Optimal Prediction Function for the Normal Linear Model
• A maximum likelihood prediction function for the linear model with consistency results
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On parametric density estimation
• On the estimation of parametric density functions
• A Simple Predictive Density Function
• A Note on the Estimation of Probability Density Functions
• The estimation of multivariate normal density functions using incomplete data
• Predictive fit for natural exponential families
• Prediction and Decision Problems in Regression Models from the Bayesian Point of View
• On Information and Sufficiency

This page was built for publication: Optimal control designs using predicting densities for the multivariate linear model