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Choosing a Coverage Probability for Prediction Intervals

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  • Landon, Joshua
  • Singpurwalla, Nozer D.

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  • Landon, Joshua & Singpurwalla, Nozer D., 2008. "Choosing a Coverage Probability for Prediction Intervals," The American Statistician, American Statistical Association, vol. 62, pages 120-124, May.
    • Handle: RePEc:bes:amstat:v:62:y:2008:m:may:p:120-124
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    Cited by:

    1. Dag Kolsrud, 2015. "A Time‐Simultaneous Prediction Box for a Multivariate Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(8), pages 675-693, December.
    2. Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin, 2023. "Robust prediction interval estimation for Gaussian processes by cross-validation method," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    3. Merten, Michael & Rücker, Fabian & Schoeneberger, Ilka & Sauer, Dirk Uwe, 2020. "Automatic frequency restoration reserve market prediction: Methodology and comparison of various approaches," Applied Energy, Elsevier, vol. 268(C).
    4. Goodwin, Paul & Önkal, Dilek & Thomson, Mary, 2010. "Do forecasts expressed as prediction intervals improve production planning decisions?," European Journal of Operational Research, Elsevier, vol. 205(1), pages 195-201, August.

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