On Expected Lengths of Predictive Intervals

DOI10.1111/1467-9469.00362zbMATH Open1053.62039OpenAlexW2036174793MaRDI QIDQ4828217FDOQ4828217

Authors: Rahul Mukerjee, Zehua Chen 

Publication date: 24 November 2004

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00362

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zbMATH Keywords

admissibilitypredictive densityhigher order asymptoticsconfidence level

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Admissibility in statistical decision theory (62C15)

Cites Work

• On the invariance of noninformative priors

Cited In (3)

• Admissibility of prediction intervals
• Fiducial prediction intervals
• A new expectation identity and its application in the calculations of predictive powers assuming normality

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