Abstract
This article discusses the design and bootstrap construction of asymptotically optimal prediction regions. The emphasis is on devising simultaneous one-sided prediction intervals. A good solution to this problem implies constructions for simultaneous two-sided prediction intervals and for multivariate prediction regions.
This research was supported in part by NSF Grant DMS 9001710.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Beran, R. (1988), “Balanced simultaneous confidence sets,” Journal of the American Statistical Association, 83, 679–697.
Beran, R. (1990a), “Calibrating prediction regions,” Journal of the American Statistical Association, 85, 715–723.
Beran, R. (1990b), “Simultaneous prediction regions,” unpublished preprint.
Beran, R. (1990c), “Probability-centered prediction regions,” unpublished preprint.
Beran, R. (199?), “Controlling conditional coverage probability in prediction,” Ann. Statist., to appear.
Box, G.E.P. and Jenkins, G.M. (1976), Time Series Analysis: Forecasting and Control, revised edition, Oakland: Holden-Day.
Carroll, R.J. and Ruppert, D. (1989), “Prediction and tolerance intervals with transformation and/or weighting,” unpublished preprint.
Cox, D.R. and Hinkley, D.V. (1974), Theoretical Statistics, London: Chapman and Hall.
Mardia, K.V., Kent, J.T., and Bibby, J.M. (1979), Multivariate Analysis, New York: Academic Press.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1992 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Beran, R. (1992). Designing Bootstrap Prediction Regions. In: Jöckel, KH., Rothe, G., Sendler, W. (eds) Bootstrapping and Related Techniques. Lecture Notes in Economics and Mathematical Systems, vol 376. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48850-4_3
Download citation
DOI: https://doi.org/10.1007/978-3-642-48850-4_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-55003-7
Online ISBN: 978-3-642-48850-4
eBook Packages: Springer Book Archive