A note about calibrated prediction regions and distributions

DOI10.1016/j.jspi.2012.03.010zbMath1428.62120OpenAlexW2085408087MaRDI QIDQ447650

Paolo Vidoni, Federica Giummolè, Giovanni Fonseca

Publication date: 4 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.03.010

zbMATH Keywords

coverage probabilityparametric bootstrappredictive distributionestimative prediction limitprediction region

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Prediction intervals for integrals of Gaussian random fields ⋮ Individual prediction regions for multivariate longitudinal data with small samples

Cites Work

• Prediction and asymptotics
• Calibrating Prediction Regions
• Frequentist prediction intervals and predictive distributions
• Miscellanea. A note on modified estimative prediction limits and distributions
• On prediction intervals based on predictive likelihood or bootstrap methods
• Adjusting estimative prediction limits
• Unnamed Item

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