Predicting future responses based on possibly mis-specified working models

DOI10.1093/biomet/asm078zbMath1437.62405OpenAlexW2159307868MaRDI QIDQ3631481

L. J. Wei, Tianxi Cai, Scott D. Solomon, L. Tian

Publication date: 10 June 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://biostats.bepress.com/harvardbiostat/paper48

zbMATH Keywords

heterogeneous regression\(K\)-fold crossvalidationmis-specified regression modeloptimal prediction regionprediction error rate

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (7)

Prediction intervals for GLMs, GAMs, and some survival regression models ⋮ Sparse kernel machine regression for ordinal outcomes ⋮ Applications of hyperellipsoidal prediction regions ⋮ GMM and misspecification correction for misspecified models with diverging number of parameters ⋮ 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 ⋮ A Nonparametric Distribution-Free Test for Serial Independence of Errors

This page was built for publication: Predicting future responses based on possibly mis-specified working models