A note about calibrated prediction regions and distributions
From MaRDI portal
Publication:447650
DOI10.1016/j.jspi.2012.03.010zbMath1428.62120MaRDI 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
coverage probability; parametric bootstrap; predictive distribution; estimative prediction limit; prediction region
62H12: Estimation in multivariate analysis
62F25: Parametric tolerance and confidence regions
62F40: Bootstrap, jackknife and other resampling methods
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Prediction intervals for integrals of Gaussian random fields, Individual prediction regions for multivariate longitudinal data with small samples
Cites Work
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- Prediction and asymptotics
- Calibrating Prediction Regions
- Frequentist prediction intervals and predictive distributions
- Miscellanea. A note on modified estimative prediction limits and distributions
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- Adjusting estimative prediction limits