A note about calibrated prediction regions and distributions

DOI10.1016/J.JSPI.2012.03.010zbMATH Open1428.62120OpenAlexW2085408087MaRDI QIDQ447650FDOQ447650

Authors Giovanni Fonseca, Federica Giummolè, Paolo Vidoni

Publication date 4 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.03.010

zbMATH Keywords

parametric bootstrappredictive distributioncoverage probabilityestimative prediction limitprediction region

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Recommendations

• Calibrating Prediction Regions
• Calibrating predictive distributions
• Some distribution theory relating to confidence regions in multivariate calibration
• Calibration of predictions in regression
• Confidence Regions in Multivariate Calibration: A Proposal
• An exact confidence region in multivariate calibration
• Confidence regions in multivariate calibration

Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• Adjusting estimative prediction limits
• Calibrating Prediction Regions
• Frequentist prediction intervals and predictive distributions
• Miscellanea. A note on modified estimative prediction limits and distributions
• On prediction intervals based on predictive likelihood or bootstrap methods
• Prediction and asymptotics

Cited in

(9)

• Calibrated prediction regions for Gaussian random fields
• Simultaneous prediction regions
• Improved prediction intervals and distribution functions
• Prediction intervals for integrals of Gaussian random fields
• Prediction and calibration for multiple correlated variables
• Calibrating predictive distributions
• Individual prediction regions for multivariate longitudinal data with small samples
• Prediction and calibration in generalized linear models
• Adjusting estimative prediction limits

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