publication . Article . 2007

Adjusting estimative prediction limits

Masao Ueki; Kaoru Fueda;
Open Access
  • Published: 01 Jan 2007 Journal: Biometrika, volume 94, pages 509-511 (issn: 0006-3444, eissn: 1464-3510, Copyright policy)
  • Publisher: Oxford University Press (OUP)
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. Copyright 2007, Oxford University Press.
Persistent Identifiers
free text keywords: Estimator, Stochastic process, Statistics, Filtering theory, Biometrics, Mathematics, Coverage probability, Coverage error
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