Improving Coverage Accuracy of Nonparametric Prediction Intervals

DOI10.1111/1467-9868.00308zbMath0986.62032OpenAlexW2074361816MaRDI QIDQ2773204

Andrew Rieck, Hall, Peter

Publication date: 10 June 2002

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00308

zbMATH Keywords

interpolationbootstraporder statisticsMonte Carlo methodscalibrationquantilesdensity estimationjackknifesmoothed bootstrap

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09)

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Prediction intervals for GLMs, GAMs, and some survival regression models ⋮ Confidence bands for ROC curves ⋮ Response prediction in mixed effects models ⋮ Coverage probability of prediction intervals for discrete random variables ⋮ On smoothed bootstrap for density functionals

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