Adjusting estimative prediction limits

• 成果类型: Article
• 署名作者: Ueki, Masao; Fueda, Kaoru
• 署名单位: Okayama University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asm032
• 发表日期: 2007
• 页码: 509511
• 关键词: intervals

摘要

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.