A note on predictive inference for multivariate elliptically contoured distributions

Communications in Statistics Part B: Simulation and Computation

Volumn 29, Issue 3, 2000, Pages 477-483

  Ng, Vee Ming ^a  

^a MURDOCH UNIVERSITY   (Australia)

Author keywords

Classical and Bayesian; Matric t distribution; Regression model; Robustness

Indexed keywords

EID: 0011884186     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Box, G.E.P, and Tiao, G.C. (1973). Bayesian Inference in Statistical Analysis. Addison-Wesley, Reading, Mass.
2. Fang, K.T. and Anderson, T.W. (1990). "Inference in multivariate elliptically contoured distribution based on maximum likelihood," in Statistical Inference in Elliptically Contoured and Related Distribution, (K.T. Fang and T.W. Anderson Ed.), 201-216. Allerton Press, New York.
3. Fraser, D.A.S. and Ng, K.W. (1980). "Multivariate regression analysis with spherical error," in Multivariate Analysis-V (P.R. Krishnaiah Ed.), 369-386. North-Holland, New York.
4. Geisser, S. (1965). "Bayesian estimation in multivariate analysis," Ann. Math. Statist., 36, 150-159.
5. Guttman, I. and Hougaard, P. (1985). "Studentization and prediction problems in multivariate multiple regression," Commun. Statist. - Theor. Meth., 14, 1251-1258.
6. Hall, I.J. and Prairie, R.R. (1973). "One-sided prediction intervals to contain at least m out of k future observations," Technometrics, 15, 897-914.
7. Zellner, A. (1976). "Bayesian and non-Bayesian analysis of the regression model with multivariate student-t error terms," J. Amer. Statist. Assoc., 71, 400-405.