Prediction with confidence -- a general framework for predictive inference

DOI10.1016/J.JSPI.2017.09.012zbMath1383.62076OpenAlexW2764025266MaRDI QIDQ1699001

Regina Y. Liu, Jieli Shen, Min-ge Xie

Publication date: 16 February 2018

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.2017.09.012

zbMATH Keywords

predictionconfidence distributionpredictive distributionfrequentist coveragedistributional inference

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99)

Related Items (15)

Predicting the Number of Future Events ⋮ Confidence distribution for the ability parameter of the Rasch model ⋮ Null Hypothesis Significance Testing Interpreted and Calibrated by Estimating Probabilities of Sign Errors: A Bayes-Frequentist Continuum ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ Conformal Predictive Distributions with Kernels ⋮ Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution ⋮ Confidence distributions and related themes ⋮ Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution” ⋮ Nonparametric predictive distributions based on conformal prediction ⋮ Uncertainty quantification for principal component regression ⋮ Homeostasis phenomenon in conformal prediction and predictive distribution functions ⋮ Confidence distributions for skew normal change-point model based on modified information criterion ⋮ Methods to compute prediction intervals: a review and new results ⋮ Conformal prediction: a unified review of theory and new challenges ⋮ Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”

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