Skip navigation
Skip navigation

On prediction intervals based on predictive likelihood or bootstrap methods

Hall, Peter; Peng, L; Tajvidi, Nader


We argue that prediction intervals based on predictive likelihood do not correct for curvature with respect to the parameter value when they implicitly approximate an unknown probability density. Partly as a result of this difficulty, the order of coverage error associated with predictive intervals and predictive limits is equal to only the inverse of sample size. In this respect those methods do not improve on the simpler, 'naive' or 'estimative' approach. Moreover, in cases of practical...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
Source: Biometrika


File Description SizeFormat Image
01_Hall_On_prediction_intervals_based_1999.pdf143.57 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator