The asymptotic efficiency of improved prediction intervals
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- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017.
"A Justification of Conditional Confidence Intervals,"
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1710.00643, arXiv.org, revised Jan 2019.
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
- Bony Josaphat & Khreshna Syuhada, 2020. "Dependent Conditional Value-at-Risk for Aggregate Risk Models," Papers 2009.02904, arXiv.org.
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Keywords
Asymptotic efficiency Estimative prediction limit Improved prediction limit;Statistics
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