Improving coverage accuracy of nonparametric prediction intervals

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 63, Issue 4, 2001, Pages 717-725

  Hall, Peter ^a   Rieck, Andrew ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Bootstrap; Calibration; Density estimation; Interpolation; Jackknife; Monte Carlo methods; Order statistic; Quantile; Smoothed bootstrap

Indexed keywords

EID: 0035540920     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00308     Document Type: Article

References (18)

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