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Multivariate prediction Corcuera Valverde, José Manuel Giummolè, Federica Teoria de la predicció Estadística matemàtica Prediction theory Mathematical statistics The problem of prediction is considered in a multidimensional setting. Extending an idea presented by Barndorff-Nielsen and Cox, a predictive density for a multivariate random variable of interest is proposed. This density has the form of an estimative density plus a correction term. It gives simultaneous prediction regions with coverage error of smaller asymptotic order than the estimative density. A simulation study is also presented showing the magnitude of the improvement with respect to the estimative method. 2012-04-10T10:45:28Z 2012-04-10T10:45:28Z 2006 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 1350-7265 https://hdl.handle.net/2445/23403 561598 eng Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1141136655 Bernoulli, 2006, vol. 12, núm. 1, p. 157-168. (c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006 info:eu-repo/semantics/openAccess 12 p. application/pdf Bernoulli Society for Mathematical Statistics and Probability Articles publicats en revistes (Matemàtiques i Informàtica)