Asymptotics of predictive distributions driven by sample means and variances

Samuele Garelli, Fabrizio Leisen, Luca Pratelli +1

Let $\hat{I}{\pm }_n(\cdot )=P(X_{n+1}\in \cdot \mid X_1,\dots ,X_n)$ be the predictive distributions of a sequence $(X_1,X_2,\dots )$ of $p$-dimensional random vectors. Suppose $$α_n…