Methods to compute prediction intervals: a review and new results (Q2092900)

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English	Methods to compute prediction intervals: a review and new results	scientific article

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scholarly article

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Methods to compute prediction intervals: a review and new results (English)

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10.1214/21-STS842

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Daniel J. Nordman

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William Q. Meeker

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Statistical Science

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publication date

4 November 2022

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full work available at URL

https://arxiv.org/abs/2011.03065

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https://projecteuclid.org/journals/statistical-science/volume-37/issue-4/Methods-to-Compute-Prediction-Intervals-A-Review-and-New/10.1214/21-STS842.full

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

bootstrap

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calibration

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coverage probability

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prediction interval

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predictive distribution

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describes a project that uses

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conformalInference

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MaRDI profile type

MaRDI publication profile

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Sequential Bayesian analysis of multivariate count data

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The Probability That the Mean of a Second Sample Will Differ from the Mean of a First Sample By Less Than a Certain Multiple of the Standard Deviation of the First Sample

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Prediction and asymptotics

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Calibrating Prediction Regions

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Introduction to Time Series and Forecasting

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A local structure model for network analysis

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Bayesian Prediction of Spatial Count Data Using Generalized Linear Mixed Models

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Predictive Statistics

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Statistics for Spatial Data

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Bayesian Prediction of Transformed Gaussian Random Fields

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Prediction intervals for integrals of Gaussian random fields

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On shortest prediction intervals in log-Gaussian random fields

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The Dempster-Shafer calculus for statisticians

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A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model

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A Note on Faulkenberry's Method of Obtaining Prediction Intervals

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Prediction, Estimation, and Attribution

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A Method of Obtaining Prediction Intervals

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Some Applications of Sample Analogues to the Probability Integral Transformation and a Coverage Property

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Calibrating predictive distributions

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Data-driven nonparametric prediction intervals

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From minimax shrinkage estimation to minimax shrinkage prediction

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Improved prediction limits for a general class of Gaussian models

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A smooth block bootstrap for quantile regression with time series

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A Bayesian Approach to Some Best Population Problems

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On Parametric Bootstrap Methods for Small Area Prediction

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On prediction intervals based on predictive likelihood or bootstrap methods

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Fiducial Generalized Confidence Intervals

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Predictive fit for natural exponential families

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The Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach

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Classical and Bayesian Prediction as Applied to an Unbalanced Mixed Linear Model

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Predictive likelihood

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Some Bayesian and Non-Bayesian Procedures for the Analysis of Comparative Experiments and for Small-Area Estimation: Computational Aspects, Frequentist Properties, and Relationships

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Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

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The construction of multivariate distributions from Markov random fields

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Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler

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On asymptotic properties of predictive distributions

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On the range of validity of the autoregressive sieve bootstrap

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Inference for functions of parameters in discrete distributions based on fiducial approach: binomial and Poisson cases

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Statistical Tolerance Regions: Theory, Applications, and Computation

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Improved closed-form prediction intervals for binomial and Poisson distributions

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Conditional confidence interval procedures for the location and scale parameters of the Cauchy and logistic distributions

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Frequentist prediction intervals and predictive distributions

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Fast exact conformalization of the lasso using piecewise linear homotopy

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Distribution-Free Predictive Inference For Regression

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Dynamic Bayesian predictive synthesis in time series forecasting

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Statistical Intervals

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Exact minimax estimation of the predictive density in sparse Gaussian models

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On fiducial generators

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Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions

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Prediction intervals - a review

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The impact of bootstrap methods on time series analysis

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Model-free model-fitting and predictive distributions

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Confidence and Tolerance Intervals for the Normal Distribution

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Prediction with confidence -- a general framework for predictive inference

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To explain or to predict?

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The Bootstrap and Kriging Prediction Intervals

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Laplace's 1774 memoir on inverse probability

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Predicting the Number of Future Events

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Miscellanea. A note on modified estimative prediction limits and distributions

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Improved prediction intervals for stochastic process models

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Coverage probability of prediction intervals for discrete random variables

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Closed Form Prediction Intervals Applied for Disease Counts

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Fiducial prediction intervals

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Bayesian forecasting and dynamic models.

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Determination of Sample Sizes for Setting Tolerance Limits

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Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review

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Random Forest Prediction Intervals

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Mathematics(1 entry)

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