کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1148700 | 957847 | 2012 | 9 صفحه PDF | دانلود رایگان |
In this work we address the problem of the construction of prediction regions and distribution functions, with particular regard to the multidimensional setting. Firstly, we define a simple procedure for calculating the predictive distribution function which gives improved prediction limits. Secondly, with a multivariate generalization of a result presented in Ueki and Fueda (2007), we propose a method for correcting estimative prediction regions, to reduce their coverage error to the third-order accuracy. The improved prediction regions and the associated distribution functions are easy to calculate using a suitable bootstrap procedure. Examples of application are included, showing the good performance of the proposed method, even if we consider an approximated model for prediction purposes.
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 9, September 2012, Pages 2726–2734