Browsing by Subject "Prediction interval"

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    • Conference Object  

      Bootstrap confidence intervals in nonparametric regression without an additive model 

      Politis, Dimitris Nicolas (Springer New York LLC, 2014)
      The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
    • Article  

      Bootstrap prediction intervals for Markov processes 

      Pan, L.; Politis, Dimitris Nicolas (2014)
      Given time series data X1,…,Xn, the problem of optimal prediction of Xn+1 has been well-studied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage ...