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- W2085408087 abstract "In this work we address the problem of the construction of prediction regions and distribution functions, with particular regard to the multidimensional setting. Firstly, we define a simple procedure for calculating the predictive distribution function which gives improved prediction limits. Secondly, with a multivariate generalization of a result presented in Ueki and Fueda (2007), we propose a method for correcting estimative prediction regions, to reduce their coverage error to the third-order accuracy. The improved prediction regions and the associated distribution functions are easy to calculate using a suitable bootstrap procedure. Examples of application are included, showing the good performance of the proposed method, even if we consider an approximated model for prediction purposes." @default.
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- W2085408087 date "2012-09-01" @default.
- W2085408087 modified "2023-10-15" @default.
- W2085408087 title "A note about calibrated prediction regions and distributions" @default.
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- W2085408087 doi "https://doi.org/10.1016/j.jspi.2012.03.010" @default.
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