Probability-Centered Prediction Regions
نویسندگان
چکیده
منابع مشابه
Calibrating Prediction Regions
Suppose the variable X to be predicted and the learning sample Y" that was observed have a joint distribution, which depends on an unknown parameter 0. The parameter 0 can be finite or infinite dimensional. A prediction region Dn for X is a random set, depending on Yn, that contains X with prescribed probability a. This paper studies methods for controlling simultaneously the conditional covera...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1993
ISSN: 0090-5364
DOI: 10.1214/aos/1176349405