Adjusting estimative prediction limits

Masao Ueki; Kaoru Fueda

doi:10.1093/biomet/asm032

Adjusting estimative prediction limits

Masao Ueki, Kaoru Fueda

Graduate School of Environmental and Life Science

Research output: Contribution to journal › Article › peer-review

12 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 language	English
Pages (from-to)	509-511
Number of pages	3
Journal	Biometrika
Volume	94
Issue number	2
DOIs	https://doi.org/10.1093/biomet/asm032
Publication status	Published - Jun 2007

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

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10.1093/biomet/asm032

Cite this

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KW - Parametric bootstrap

KW - Prediction limit

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Adjusting estimative prediction limits

Abstract

Keywords

ASJC Scopus subject areas

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