Prediction intervals - a review

DOI10.1080/03610928908830043zbMATH Open0696.62160OpenAlexW2046483399MaRDI QIDQ3473148FDOQ3473148

Authors:

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830043

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zbMATH Keywords

confidence intervalsdistribution-freeprediction intervalstolerance intervalssimultaneous

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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Cited In (53)

• Prediction of future observations based on ordered extreme \(k\)-records ranked set sampling with unequal fixed and random sample sizes
• Prediction intervals for a discrete exponential family of distributions and its applications
• Bayesian prediction intervals for ranges and waiting times
• Interval predictor models: identification and reliability
• One- and two-sample Bayesian prediction intervals based on progressively type-II censored data
• Prediction limits for the Weibull distribution utilizing simulation
• Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size
• Title not available (Why is that?)
• Prediction Intervals, Tolerance Intervals and Standards in Quality Control - Part 1
• Prediction and reconstruction of future and missing unobservable modified Weibull lifetime based on generalized order statistics
• The Relative Efficiency of Prediction Intervals
• Prediction for Pareto distribution based on progressively type-II censored samples
• Bayesian prediction based on Pareto doubly censored data
• Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties
• Bayes two-sample prediction of generalized order statistics with fixed and random sample size
• Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point
• Admissibility of prediction intervals
• Likelihood prediction for generalized linear mixed models under covariate uncertainty
• A non-conventional hybrid numerical approach with multi-dimensional random sampling for cocaine abuse in Spain
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Win-probabilities for regression models
• Inference based on censored samples from exponentiated populations
• E-Bayesian prediction for the Burr XII model based on type-II censored data with two samples
• Simultaneous prediction intervals for all patrwise differences among several future sample means
• Unbiased simultaneous prediction limits on observations in future samples
• Frequentist prediction intervals and predictive distributions
• Inferences on the difference between future observations for comparing two treatments
• Prediction intervals for regression models
• Bootstrapping nonparametric prediction intervals for conditional value-at-risk with heteroscedasticity
• Fiducial prediction intervals
• ON BAYES PREDICTION OF FUTURE MEDIAN
• Model-free model-fitting and predictive distributions
• Bootstrap prediction intervals for Markov processes
• Predicting future order statistics with random sample size
• Predicting observables from Weibull model based on general progressive censored data with asymmetric loss
• Bayesian prediction bounds from the scaled Burr type X model.
• On simultaneous best linear unbiased prediction of future order statistics and associated properties
• Distribution-Free and Other Prediction Intervals
• Bayesian cuboid prediciton intervals: An application to tensile-strength prediction
• Conditional properties of prediction intervals
• Simultaneous prediction intervals for multiple comparisons with a standard
• D-optimal joint best linear unbiased prediction of order statistics. Joint BLUP
• Predicting future lifetime for mixture exponential distribution
• On Bayesian interval prediction of future records
• A new prediction interval for binomial random variable based on inferential models
• Bayes-optimal prediction with frequentist coverage control
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• Confidence and prediction intervals based on interpolated records
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• Exact prediction intervals for exponential lifetime based on random sample size
• Predicting observables from a general class of distributions
• Coverage probability of prediction intervals for discrete random variables
• Methods to compute prediction intervals: a review and new results

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