Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees

DOI10.1093/imaiai/iaac017OpenAlexW4225584226MaRDI QIDQ5878253

Yunyi Zhang, Dimitris N. Politis

Publication date: 20 February 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.09145

zbMATH Keywords

predictionbootstrapregressionconditional validity

Mathematics Subject Classification ID

Multivariate analysis (62Hxx)

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