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|Title:||On Expected Lengths of Predictive Intervals||Authors:||Mukerjee, R.
Higher order asymptotics
|Issue Date:||Dec-2003||Citation:||Mukerjee, R., Chen, Z. (2003-12). On Expected Lengths of Predictive Intervals. Scandinavian Journal of Statistics 30 (4) : 757-766. ScholarBank@NUS Repository.||Abstract:||We consider the problem of comparing predictive intervals for a future observation via their expected lengths at a given confidence level. A higher order asymptotic theory is developed. This yields an explicit formula for expected length comparison and associated admissibility results. Illustrative examples are given.||Source Title:||Scandinavian Journal of Statistics||URI:||http://scholarbank.nus.edu.sg/handle/10635/105254||ISSN:||03036898|
|Appears in Collections:||Staff Publications|
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