In this paper we propose a novel approach to obtain the predictive density of global GDP growth. It hinges upon a bottom-up probabilistic model that estimates and combines single countries’ predictive ...

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 ...

Consider the problem of finding a predictive density of a new observation drawn independently of observations sampled from a multivariate normal distribution with the same unknown mean vector and the ...

Given a random sample from a distribution with density function that depends on an unknown parameter θ, we are interested in accurately estimating the true parametric density function at a future ...