Confidence intervals for prediction intervals

DOI10.1080/02664760500445962MaRDI QIDQ3592566zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 13 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500445962

zbMATH Keywords

kernel density estimatorsquantile estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A comparison of quantile estimators
• A new distribution-free quantile estimator
• Comparison of Quantile Estimators in Normal Sampling
• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
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• Kernel Quantile Estimators
• Local Linear Quantile Regression
• Methods for Estimating a Conditional Distribution Function
• Predictive Intervals Based on Reuse of the Sample
• Probability-centered prediction regions
• The positive false discovery rate: A Bayesian interpretation and the \(q\)-value

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(11)

• Coverage probability of prediction intervals for discrete random variables
• Formulation of confidence intervals for estimated actual distances
• Prediction interval for the smallest value in a future sample based on imprecise data
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• Prediction intervals for a single future value of normal and non-normal variables
• Fiducial prediction intervals
• scientific article; zbMATH DE number 472963 (Why is no real title available?)
• A non-conventional hybrid numerical approach with multi-dimensional random sampling for cocaine abuse in Spain
• Efficient methods on confidence intervals for prediction intervals
• Confidence-credible intervals
• scientific article; zbMATH DE number 2366604 (Why is no real title available?)

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