Robust prediction limits based on M-estimators

DOI10.1016/J.SPL.2006.04.013MaRDI QIDQ2432775zbMATH OpenOpenAlexFDO

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

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)

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• Robust predictive distributions for exponential families

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