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Individual prediction regions for multivariate longitudinal data with small samples

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  • D. Concordet
  • R. Servien

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  • D. Concordet & R. Servien, 2014. "Individual prediction regions for multivariate longitudinal data with small samples," Biometrics, The International Biometric Society, vol. 70(3), pages 629-638, September.
  • Handle: RePEc:bla:biomet:v:70:y:2014:i:3:p:629-638
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    File URL: http://hdl.handle.net/10.1111/biom.12201
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    References listed on IDEAS

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    1. Paolo Vidoni, 2009. "Improved Prediction Intervals and Distribution Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 735-748, December.
    2. Masao Ueki & Kaoru Fueda, 2007. "Adjusting estimative prediction limits," Biometrika, Biometrika Trust, vol. 94(2), pages 509-511.
    3. Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
    4. Wang, Wan-Lun & Fan, Tsai-Hung, 2012. "Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 300-310.
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    Cited by:

    1. Paolo Vidoni, 2017. "Improved multivariate prediction regions for Markov process models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 1-18, March.

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