Calibrating predictive distributions

DOI10.1080/00949655.2012.709518zbMath1459.62177OpenAlexW1979430848MaRDI QIDQ5219235

Paolo Vidoni, Federica Giummolè, Giovanni Fonseca

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.709518

zbMATH Keywords

bootstrapcoverage probabilityprediction limitestimative predictive distributiondiscrete predictant

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Exact distribution theory in statistics (62E15) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

Predicting the Number of Future Events ⋮ Asymptotic minimum scoring rule prediction ⋮ A note on simultaneous calibrated prediction intervals for time series ⋮ Calibrated multivariate distributions for improved conditional prediction ⋮ Seasonal warranty prediction based on recurrent event data ⋮ Bootstrap-calibrated interval estimates for latent variable scores in item response theory ⋮ Methods to compute prediction intervals: a review and new results

Cites Work

• Prediction and asymptotics
• Improved prediction limits for continuous and discrete observations in generalised linear models
• Improved Prediction Intervals and Distribution Functions
• 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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