Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees

DOI10.1093/IMAIAI/IAAC017MaRDI QIDQ5878253zbMATH OpenOpenAlexFDO

Authors Yunyi Zhang, Dimitris 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

bootstrapconditional validitypredictionregression

Mathematics Subject Classification ID

Multivariate analysis (62Hxx)

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(2)

• Some results on bootstrap prediction intervals
• Conditional predictive inference for stable algorithms

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