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On prediction from the location-scale model with a compound error distribution. (English) Zbl 0850.62924


MSC:

62P20 Applications of statistics to economics
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[1] Aichison, J.; Dunsmore, I. R., Statistical Prediction Analysis (1975), Cambridge: Cambridge University Press, Cambridge · Zbl 0327.62043
[2] Fraser, D. A.S., Fiducial inference for location and scale parameters, Biometrika, 51, 17-24 (1964) · Zbl 0134.36202
[3] Fraser, D. A.S., The Structural of Inference (1968), New York: John Wiley and Sons, New York · Zbl 0164.48703
[4] Haq, M. Safiul, On prediction from the location-scale model with equicorrelated response, Communications in Statistics, Theory and Methods, 7, 857-866 (1978) · Zbl 0386.62015 · doi:10.1080/03610927808827677
[5] Haq, M. Safiul, Structural relations and prediction for the multivariate models, Statistische Hefte, 23, 218-227 (1982) · Zbl 0498.62005
[6] Raiffa, H.; Schlaifer, R., Statistical Decision Analysis (1961), Boston: Division of Research, Havard Business School, Boston · Zbl 0181.21801
[7] Zellner, A., Bayesian and non-Bayesian analysis of regression with multivariate-t error term, Journal of American Statistical Association, 71, 400-405 (1976) · Zbl 0348.62026 · doi:10.2307/2285322
[8] Zellner, A.; Chetty, V. K., Prediction and decision problems in regression models from Bayesian point of view, Journal of American Statistical Association, 60, 608-16 (1965) · Zbl 0129.11305 · doi:10.2307/2282695
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