Adjusting estimative prediction limits

Masao Ueki, Kaoru Fueda

Research output: Contribution to journalArticle

8 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 - Jun 2007

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Adjustment
Plug-in Estimator
Target
prediction
Asymptotically equivalent
Prediction
Coverage Probability
Coverage
Form
Estimator

Keywords

  • Coverage probability
  • Parametric bootstrap
  • Prediction limit

ASJC Scopus subject areas

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

Cite this

Adjusting estimative prediction limits. / Ueki, Masao; Fueda, Kaoru.

In: Biometrika, Vol. 94, No. 2, 06.2007, p. 509-511.

Research output: Contribution to journalArticle

Ueki, M & Fueda, K 2007, 'Adjusting estimative prediction limits', Biometrika, vol. 94, no. 2, pp. 509-511. https://doi.org/10.1093/biomet/asm032
Ueki, Masao ; Fueda, Kaoru. / Adjusting estimative prediction limits. In: Biometrika. 2007 ; Vol. 94, No. 2. pp. 509-511.
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