On Expected Lengths of Predictive Intervals

DOI10.1111/1467-9469.00362MaRDI QIDQ4828217zbMATH OpenOpenAlexFDO

Authors Rahul Mukerjee, Zehua Chen

Publication date 24 November 2004

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

Full work available at URL https://doi.org/10.1111/1467-9469.00362

zbMATH Keywords

admissibilitypredictive densityhigher order asymptoticsconfidence level

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Admissibility in statistical decision theory (62C15)

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Cites work

• On the invariance of noninformative priors

Cited in

(3)

• Admissibility of prediction intervals
• Fiducial prediction intervals
• A new expectation identity and its application in the calculations of predictive powers assuming normality

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