We explore two proposals for finding empirical Bayes prediction intervals under a normal regression model. The coverage probabilities and expected lengths of such intervals are studied and compared via appropriate higher-order asymptotics.Coverage probability Equal tail Expected length
Graduation date:1986Prediction intervals for an outcome of a sufficient statistic, T[subscript y], a...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p^...
We explore two proposals for finding empirical Bayes prediction intervals under a normal regression ...
For a general class of empirical-type likelihoods for the population mean, higher-order asymptotics ...
We consider the problem of comparing predictive intervals for a future observation via their expecte...
We consider a very general class of empirical discrepancy statistics that includes the Cressie--Read...
This paper presents asymptotically optimal prediction intervals and prediction regions. The predicti...
The parametric empirical Bayes, introduced by [12], [13], [14], and [34], is gaining more and more a...
The paper develops empirical Bayes (EB) confidence intervals for population means with distributions...
While very useful in the realm of decision theory, it is widely understood that when applied to inte...
This article concerns the construction of prediction intervals for time series models. The estimativ...
This paper investigates one-step-ahead prediction intervals for normal and non-normal variables. We ...
With reference to a large class of test statistics, higher-order asymptotics on expected lengths of ...
Edgeworth expansion, Higher order asymptotics, Posterior coverage, 62F15, 62F25,
Graduation date:1986Prediction intervals for an outcome of a sufficient statistic, T[subscript y], a...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p^...
We explore two proposals for finding empirical Bayes prediction intervals under a normal regression ...
For a general class of empirical-type likelihoods for the population mean, higher-order asymptotics ...
We consider the problem of comparing predictive intervals for a future observation via their expecte...
We consider a very general class of empirical discrepancy statistics that includes the Cressie--Read...
This paper presents asymptotically optimal prediction intervals and prediction regions. The predicti...
The parametric empirical Bayes, introduced by [12], [13], [14], and [34], is gaining more and more a...
The paper develops empirical Bayes (EB) confidence intervals for population means with distributions...
While very useful in the realm of decision theory, it is widely understood that when applied to inte...
This article concerns the construction of prediction intervals for time series models. The estimativ...
This paper investigates one-step-ahead prediction intervals for normal and non-normal variables. We ...
With reference to a large class of test statistics, higher-order asymptotics on expected lengths of ...
Edgeworth expansion, Higher order asymptotics, Posterior coverage, 62F15, 62F25,
Graduation date:1986Prediction intervals for an outcome of a sufficient statistic, T[subscript y], a...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p...
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p^...