Frequentist prediction intervals and predictive distributions

Citations

Cited by:

1. Matteo Borrotti, 2024. "Quantifying Uncertainty with Conformal Prediction for Heating and Cooling Load Forecasting in Building Performance Simulation," Energies, MDPI, vol. 17(17), pages 1-13, August.
2. Coolen, F.P.A. & Coolen-Schrijner, P., 2006. "Nonparametric predictive subset selection for proportions," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1675-1684, September.
3. Davide Ravagli & Georgi N. Boshnakov, 2022. "Bayesian analysis of mixture autoregressive models covering the complete parameter space," Computational Statistics, Springer, vol. 37(3), pages 1399-1433, July.
4. 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).
5. Rebecca M. Baker & Tahani Coolen-Maturi & Frank P. A. Coolen, 2017. "Nonparametric predictive inference for stock returns," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1333-1349, June.
6. David R. Bickel, 2011. "Estimating the Null Distribution to Adjust Observed Confidence Levels for Genome-Scale Screening," Biometrics, The International Biometric Society, vol. 67(2), pages 363-370, June.
7. Qinglong Tian & Daniel J. Nordman & William Q. Meeker, 2022. "Constructing Prediction Intervals Using the Likelihood Ratio Statistic," INFORMS Joural on Data Science, INFORMS, vol. 1(1), pages 63-80, April.
8. Yang Liu & Ji Seung Yang, 2018. "Interval Estimation of Latent Variable Scores in Item Response Theory," Journal of Educational and Behavioral Statistics, , vol. 43(3), pages 259-285, June.
9. Doyo Gragn Enki & Angela Noufaily & Paddy Farrington & Paul Garthwaite & Nick Andrews & Andre Charlett, 2017. "Taylor's power law and the statistical modelling of infectious disease surveillance data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(1), pages 45-72, January.
10. Coolen-Maturi, Tahani & Elkhafifi, Faiza F. & Coolen, Frank P.A., 2014. "Three-group ROC analysis: A nonparametric predictive approach," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 69-81.
11. Seyed Poorya Mirfallah Lialestani & David Parcerisa & Mahjoub Himi & Abbas Abbaszadeh Shahri, 2022. "Generating 3D Geothermal Maps in Catalonia, Spain Using a Hybrid Adaptive Multitask Deep Learning Procedure," Energies, MDPI, vol. 15(13), pages 1-16, June.
12. De Oliveira, Victor & Kone, Bazoumana, 2015. "Prediction intervals for integrals of Gaussian random fields," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 37-51.
13. Paolo Vidoni, 2009. "A simple procedure for computing improved prediction intervals for autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 577-590, November.
14. Abdullah H Al-nefaiee & Frank PA Coolen, 2013. "Nonparametric predictive inference for system failure time based on bounds for the signature," Journal of Risk and Reliability, , vol. 227(5), pages 513-522, October.
15. Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series CIRJE-F-935, CIRJE, Faculty of Economics, University of Tokyo.
16. Wang, Hsiuying, 2008. "Coverage probability of prediction intervals for discrete random variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 17-26, September.
17. De Oliveira, Victor & Rui, Changxiang, 2009. "On shortest prediction intervals in log-Gaussian random fields," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4345-4357, October.
18. Jorge Navarro & Francesco Buono, 2023. "Predicting future failure times by using quantile regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(5), pages 543-576, July.
19. Paolo Vidoni, 2009. "Improved Prediction Intervals and Distribution Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 735-748, December.
20. Omar M. Bdair & Mohammad Z. Raqab, 2022. "Prediction of future censored lifetimes from mixture exponential distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 833-857, October.
21. Vidoni, Paolo, 2015. "Calibrated multivariate distributions for improved conditional prediction," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 16-25.
22. P Coolen-Schrijner & F P A Coolen & I M MacPhee, 2008. "Nonparametric predictive inference for system reliability with redundancy allocation," Journal of Risk and Reliability, , vol. 222(4), pages 463-476, December.
23. Haojin Zhou & Tapan Nayak, 2015. "On the equivariance criterion in statistical prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 541-555, June.
24. Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E., 2015. "On predictive density estimation for location families under integrated squared error loss," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 57-74.
25. Paolo Vidoni, 2017. "Improved multivariate prediction regions for Markov process models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 1-18, March.
26. Yuanyuan Shen & Katherine P. Liao & Tianxi Cai, 2015. "Sparse kernel machine regression for ordinal outcomes," Biometrics, The International Biometric Society, vol. 71(1), pages 63-70, March.
27. V. J. Roelofs & F. P. A. Coolen & A. D. M. Hart, 2011. "Nonparametric Predictive Inference for Exposure Assessment," Risk Analysis, John Wiley & Sons, vol. 31(2), pages 218-227, February.