Improved prediction intervals and distribution functions

DOI10.1111/J.1467-9469.2009.00656.XMaRDI QIDQ3077768zbMATH OpenOpenAlexFDO

Authors Paolo Vidoni

Publication date 22 February 2011

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

Full work available at URL https://doi.org/10.1111/j.1467-9469.2009.00656.x

zbMATH Keywords

bootstrapgeneralized extreme value distributionconstrained maximum likelihood estimates

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 3646123 (Why is no real title available?)
• scientific article; zbMATH DE number 3967644 (Why is no real title available?)
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• A simple procedure for computing improved prediction intervals for autoregressive models
• Approximate predictive likelihood
• Approximate predictive pivots and densities
• Calibrating Prediction Regions
• Frequentist prediction intervals and predictive distributions
• Miscellanea. A note on modified estimative prediction limits and distributions
• On a formula for the distribution of the maximum likelihood estimator
• On prediction intervals based on predictive likelihood or bootstrap methods
• Prediction and asymptotics
• Predictive likelihood: A review. With comments and a rejoinder by the author

Cited in

(19)

• Calibrated multivariate distributions for improved conditional prediction
• Efficient methods on confidence intervals for prediction intervals
• On Expected Lengths of Predictive Intervals
• A justification of conditional confidence intervals
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• Improved density and distribution function estimation
• Estimation procedures and prediction intervals
• Calibrating predictive distributions
• Optimal prediction for quantiles and probabilities
• Improvement on equivariant prediction intervals under order restrictions
• Individual prediction regions for multivariate longitudinal data with small samples
• A simple procedure for computing improved prediction intervals for autoregressive models
• Highest posterior mass prediction intervals for binomial and Poisson distributions
• Asymptotic minimum scoring rule prediction
• Construction of Prediction Intervals in Location‐Scale Families
• The asymptotic efficiency of improved prediction intervals
• Distribution-Free and Other Prediction Intervals
• Prediction and calibration in generalized linear models
• Prediction intervals - a review

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