Calibrating Prediction Regions

DOI10.2307/2290007MaRDI QIDQ3486701zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 1990

Full work available at URL https://doi.org/10.2307/2290007

zbMATH Keywords

bootstrap Monte Carlo algorithmconditional coverage probabilitylearning sampleoverall coverage probabilitiesprediction regionrate of convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

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Cited in

(39)

• Controlling conditional coverage probability in prediction
• Simultaneous prediction regions
• Probability-centered prediction regions
• Prediction in random coefficient regression
• Prediction intervals for integrals of Gaussian random fields
• Prediction with confidence -- a general framework for predictive inference
• Confidence distributions: a review
• Applications of hyperellipsoidal prediction regions
• Methods to compute prediction intervals: a review and new results
• Seasonal warranty prediction based on recurrent event data
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• Prediction and calibration for multiple correlated variables
• Model-free model-fitting and predictive distributions
• A note on simultaneous calibrated prediction intervals for time series
• Individual prediction regions for multivariate longitudinal data with small samples
• Improved prediction intervals and distribution functions
• Improved prediction limits for a general class of Gaussian models
• scientific article; zbMATH DE number 4201437 (Why is no real title available?)
• Nonparametric prediction intervals for explosive ar(1)-processes
• Large sample prediction regions with estimated parameters
• On the expression of uncertainty intervals in engineering
• IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
• Some results on bootstrap prediction intervals
• A note about calibrated prediction regions and distributions
• Conditional Minimum Volume Predictive Regions for Stochastic Processes
• Expansions of the coverage probabilities of prediction region based on a shrinkage estimator
• Calibrating general posterior credible regions
• A general algorithm for computing simultaneous prediction intervals for the (log)-location-scale family of distributions
• Improved multivariate prediction regions for Markov process models
• Calibrating predictive distributions
• Predicting the Number of Future Events
• Content-adjusted tolerance intervals via bootstrap calibration
• Calibrated prediction regions for Gaussian random fields
• Prediction intervals for overdispersed binomial data with application to historical controls
• Optimal prediction for quantiles and probabilities
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• Calibrated multivariate distributions for improved conditional prediction
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• On shortest prediction intervals in log-Gaussian random fields

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