Controlling conditional coverage probability in prediction

DOI10.1214/AOS/1176348673MaRDI QIDQ1193369zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 27 September 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348673

zbMATH Keywords

convergence in probabilityrandom setprediction regionlocal asymptotic minimaxconditional coverage probabilitylearning sampleconvolution representationoverall coverage probability

Mathematics Subject Classification ID

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

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