Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data

DOI10.1016/J.JMVA.2014.04.007zbMATH Open1288.62079OpenAlexW1979195896WikidataQ59180049 ScholiaQ59180049MaRDI QIDQ2015058FDOQ2015058

Authors Erhard Cramer, Eric Beutner 

Publication date 18 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.04.007

zbMATH Keywords

right-censored dataasymptotic refinementsnonparametric prediction intervals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99)

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Cites work

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• Exact Non-parametric Confidence Intervals for Quantiles with Progressive Type-II Censoring
• Exact nonparametric confidence, prediction and tolerance intervals based on multi-sample type-II right censored data
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• Statistical Prediction with Special Reference to the Problem of Tolerance Limits
• Strong approximations of the quantile process

Cited in

(4)

• Best linear unbiased interpolation of order statistics
• scientific article; zbMATH DE number 472963 (Why is no real title available?)
• Improved nonparametric tolerance intervals based on interpolated and extrapolated order statistics
• Improving coverage accuracy of nonparametric prediction intervals

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