搜索结果: 1-2 共查到“统计学 Prediction intervals”相关记录2条 . 查询时间(0.078 秒)
ON THE CONSTRUCTION AND PROPERTIES OF BOOTSTRAP-t PREDICTION INTERVALS FOR STATIONARY TIME SERIES
Prediction intervals sieve bootstrap-t method of sieves
font style='font-size:12px;'>
2009/9/18
We consider the construction of unconditional bootstrap-
t prediction intervals for stationary time series. Our approach
relies on the sieve bootstrap resampling scheme introduced by
Biihlmann.
Ba...
The Asymptotic Efficiency of Improved Prediction Intervals
Asymptotic efficiency estimative prediction limit improvedprediction limit
font style='font-size:12px;'>
2010/3/17
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative
prediction limit to obtain an improved prediction limit with better coverage properties.
Kabaila and Syuhada (2008) present a simulation-...