Efficient methods on confidence intervals for prediction intervals

MaRDI QIDQ4929067zbMATH OpenFDO

Authors Mei-Ling Huang, Wai Kong Yuen, Miao Zhang

Publication date 13 June 2013

Full work available at URL http://www.pphmj.com/abstract/7454.htm

zbMATH Keywords

\(L\)-statisticsbootstrappingefficiencyHD estimatorkernel density estimationprobability coveragequantile estimationweighted empirical distribution function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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(5)

• Formulation of confidence intervals for estimated actual distances
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• Confidence intervals for prediction intervals
• Prediction intervals for time series and their applications to portfolio selection
• The Relative Efficiency of Prediction Intervals

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