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Prediction intervals for regression models

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  • Olive, David J.

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  • Olive, David J., 2007. "Prediction intervals for regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3115-3122, March.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:6:p:3115-3122
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    References listed on IDEAS

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    1. Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A., 2001. "Smallest nonparametric tolerance regions," Other publications TiSEM 436f9be2-d0ad-49af-b6df-9, Tilburg University, School of Economics and Management.
    2. P.J. Rousseeuw & A.M. Leroy, 1988. "A robust scale estimator based on the shortest half," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(2), pages 103-116, June.
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    Cited by:

    1. Lasanthi C. R. Pelawa Watagoda & David J. Olive, 2021. "Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals," Statistical Papers, Springer, vol. 62(5), pages 2407-2431, October.
    2. Pan, Li & Politis, Dimitris N., 2016. "Bootstrap prediction intervals for Markov processes," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 467-494.
    3. Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
    4. Pan, Li & Politis, Dimitris N, 2014. "Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions," University of California at San Diego, Economics Working Paper Series qt67h5s74t, Department of Economics, UC San Diego.
    5. Manuel Febrero–Bande, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 224-226, June.
    6. Monika Kubzova & Vit Krivy & Katerina Kreislova, 2020. "Probabilistic Prediction of Corrosion Damage of Steel Structures in the Vicinity of Roads," Sustainability, MDPI, vol. 12(23), pages 1-17, November.
    7. Pan, Li & Politis, Dimitris, 2014. "Bootstrap prediction intervals for Markov processes," University of California at San Diego, Economics Working Paper Series qt7555757g, Department of Economics, UC San Diego.
    8. David J. Olive, 2018. "Applications of hyperellipsoidal prediction regions," Statistical Papers, Springer, vol. 59(3), pages 913-931, September.
    9. Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.

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