Controlling conditional coverage probability in prediction

DOI10.1214/AOS/1176348673zbMath0746.62095OpenAlexW2042774461MaRDI QIDQ1193369

Rudolf Beran

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348673

zbMATH Keywords

convolution representationconvergence in probabilityrandom setprediction regionlocal asymptotic minimaxconditional coverage probabilitylearning sampleoverall coverage probability

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20)

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Simultaneous prediction regions

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