Improved Prediction Intervals and Distribution Functions

DOI10.1111/j.1467-9469.2009.00656.xzbMath1222.62027MaRDI QIDQ3077768

Paolo Vidoni

Publication date: 22 February 2011

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00656.x

zbMATH Keywords

bootstrap; generalized extreme value distribution; constrained maximum likelihood estimates

Mathematics Subject Classification ID

62F10: Point estimation

62F30: Parametric inference under constraints

65C05: Monte Carlo methods

Related Items

Calibrating predictive distributions, Bootstrap-calibrated interval estimates for latent variable scores in item response theory, Calibrated multivariate distributions for improved conditional prediction, Asymptotic minimum scoring rule prediction, A justification of conditional confidence intervals, Individual prediction regions for multivariate longitudinal data with small samples, A simple procedure for computing improved prediction intervals for autoregressive models

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