Adjusting estimative prediction limits

Article OPEN
Masao Ueki; Kaoru Fueda;
(2007)

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 s... View more
Share - Bookmark