Robust prediction limits based on M-estimators

DOI10.1016/J.SPL.2006.04.013zbMATH Open1098.62034OpenAlexW2052049562MaRDI QIDQ2432775FDOQ2432775

Authors: Federica Giummolè, Laura Ventura 

Publication date: 25 October 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.013

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zbMATH Keywords

tablespredictionbiasrobustnessinfluence functionscale-regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Prediction and asymptotics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Miscellanea. A note on modified estimative prediction limits and distributions
• Robust predictive distributions for exponential families
• Robust prediction intervals in a regression setting

Cited In (2)

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• Asymptotic minimum scoring rule prediction

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