Multivariate prediction

zbMath1098.62083MaRDI QIDQ850736

Federica Giummolè, José Manuel Corcuera

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136655

zbMATH Keywords

ancillary statisticcoverage probabilitypredictive densityprediction regionsestimative density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99)

Related Items (3)

A note on simultaneous calibrated prediction intervals for time series ⋮ Calibrated multivariate distributions for improved conditional prediction ⋮ Improved multivariate prediction regions for Markov process models

Cites Work

• Prediction and asymptotics
• Miscellanea. A note on modified estimative prediction limits and distributions
• On prediction intervals based on predictive likelihood or bootstrap methods
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