Bayesian predictive density estimation represents a cornerstone of modern statistical inference by integrating prior knowledge with observed data to produce a predictive distribution for future ...
Longitudinal data in biomedical studies often involve concomitant interventions in addition to the pre-specified repeatedly measured outcome and covariate variables. Since a concomitant intervention ...
We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving ...