Calibrated multivariate distributions for improved conditional prediction
type: Item
instance of: scholarly article
title: Calibrated multivariate distributions for improved conditional prediction
zbMATH Open document ID: 1327.62481
author: Paolo Vidoni
published in: Journal of Multivariate Analysis
publication date: 2015-11-13T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6508319
zbMATH Keywords: bootstrap calibration
zbMATH Keywords: coverage probability
zbMATH Keywords: prediction region
zbMATH Keywords: simultaneous prediction
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: j.jmva.2015.08.001
OpenAlex ID: W1178767841
cites work: Q4326424
cites work: Prediction and asymptotics
cites work: Calibrating Prediction Regions
cites work: Multivariate prediction
cites work: Calibrating predictive distributions
cites work: On prediction intervals based on predictive likelihood or bootstrap methods
cites work: Theory & Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
cites work: Frequentist prediction intervals and predictive distributions
cites work: Adjusting estimative prediction limits
cites work: Miscellanea. A note on modified estimative prediction limits and distributions
cites work: Improved Prediction Intervals and Distribution Functions
DOI: 10.1016/J.JMVA.2015.08.001
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description: scientific article; zbMATH DE number 6508319