Adjusting estimative prediction limits

Masao Ueki, Kaoru Fueda

    Research output: Contribution to journalArticlepeer-review

    9 Citations (Scopus)

    Abstract

    This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value.

    Original languageEnglish
    Pages (from-to)509-511
    Number of pages3
    JournalBiometrika
    Volume94
    Issue number2
    DOIs
    Publication statusPublished - 2007 Jun

    Keywords

    • Coverage probability
    • Parametric bootstrap
    • Prediction limit

    ASJC Scopus subject areas

    • Statistics and Probability
    • Mathematics(all)
    • Agricultural and Biological Sciences (miscellaneous)
    • Agricultural and Biological Sciences(all)
    • Statistics, Probability and Uncertainty
    • Applied Mathematics

    Fingerprint

    Dive into the research topics of 'Adjusting estimative prediction limits'. Together they form a unique fingerprint.

    Cite this