Prediction intervals for regression models

DOI10.1016/j.csda.2006.02.006zbMath1161.62383OpenAlexW2172001462MaRDI QIDQ1019942

David J. Olive

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1013&context=math_articles

zbMATH Keywords

multiple linear regressionprediction intervals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference (62F99)

Related Items (10)

Prediction intervals for GLMs, GAMs, and some survival regression models ⋮ Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Model-free model-fitting and predictive distributions ⋮ Bootstrap prediction intervals for Markov processes ⋮ Conditional predictive inference for stable algorithms ⋮ A disaster-severity assessment DSS comparative analysis ⋮ Applications of hyperellipsoidal prediction regions ⋮ A new prediction interval for binomial random variable based on inferential models ⋮ Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals ⋮ Comments on: Model-free model-fitting and predictive distributions

Cites Work

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• The length of the shorth
• Smallest nonparametric tolerance regions.
• Prediction intervals - a review
• Bootstrap Prediction Intervals for Regression
• A robust scale estimator based on the shortest half
• Asymptotically Valid Prediction Intervals for Linear Models

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