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On Expected Lengths of Predictive Intervals - MaRDI portal

On Expected Lengths of Predictive Intervals

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DOI10.1111/1467-9469.00362zbMath1053.62039OpenAlexW2036174793MaRDI QIDQ4828217

Rahul Mukerjee, Zehua Chen

Publication date: 24 November 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00362

zbMATH Keywords

admissibility predictive density higher order asymptotics confidence level

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Admissibility in statistical decision theory (62C15)

Cites Work

On the invariance of noninformative priors

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