Methods to compute prediction intervals: a review and new results

DOI10.1214/21-STS842OpenAlexW4306158326MaRDI QIDQ2092900

William Q. Meeker, Daniel J. Nordman, Qing-long Tian

Publication date: 4 November 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.03065

zbMATH Keywords

bootstrapcalibrationcoverage probabilityprediction intervalpredictive distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• itsmr
• ITSM2000
• conformalInference
• StInt

Cites Work

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