Robust prediction intervals in a regression setting

DOI10.1016/0167-9473(92)00069-4MaRDI QIDQ1361537zbMATH OpenOpenAlexFDO

Authors Amy Fisher, Paul Horn

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(92)00069-4

zbMATH Keywords

linear model\(M\)-estimationcoverageleast absolute deviations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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• Prediction intervals for regression models
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Cites work

• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Robust Statistics
• Robust regression using repeated medians

Cited in

(4)

• Robust prediction limits based on \(\mathbf M\)-estimators
• Globally robust confidence intervals for simple linear regression
• A Prediction Interval for M Estimators*
• Applied regression analysis bibliography update 1994-97

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