A Prediction Interval for M Estimators*

DOI10.1080/03610918908812811MaRDI QIDQ3471430zbMATH OpenOpenAlexFDO

Authors Paul Horn

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812811

zbMATH Keywords

forecastquality controlrobustness

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Recommendations

• Robust prediction limits based on \(\mathbf M\)-estimators
• Robust confidence intervals for the center of a symmetric distribution
• A Robust Confidence Interval for Location
• M-quantiles
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Cites work

• Bootstrap Prediction Intervals for Regression
• Nonparametric Prediction Intervals for a Future Sample Median
• The Probability That the Mean of a Second Sample Will Differ from the Mean of a First Sample By Less Than a Certain Multiple of the Standard Deviation of the First Sample
• Understanding some long‐tailed symmetrical distributions
• Who's being swindled?: a case for enlightened naivete

Cited in

(2)

• Robust prediction intervals in a regression setting
• Robust prediction limits based on \(\mathbf M\)-estimators

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