Controlling Conditional Coverage Probability in Prediction
نویسندگان
چکیده
منابع مشابه
Choosing a Coverage Probability for Prediction Intervals
Coverage probabilities for prediction intervals are germane to filtering, forecasting, previsions, regression, and time series analysis. It is a common practice to choose the coverage probabilities for such intervals by convention or by astute judgment. We argue here that coverage probabilities can be chosen by decision theoretic considerations. But to do so, we need to specify meaningful utili...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348673