A Quantile Regression Approach to Generating Prediction Intervals

DOI10.1287/mnsc.45.2.225zbMath1231.90245OpenAlexW2169658553MaRDI QIDQ3116634

Derek W. Bunn, James W. Taylor

Publication date: 12 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.45.2.225

zbMATH Keywords

quantile regressionexponential smoothingpredictive distributionempirical approach

Mathematics Subject Classification ID

General nonlinear regression (62J02) Management decision making, including multiple objectives (90B50)

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