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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105254
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dc.titleOn Expected Lengths of Predictive Intervals
dc.contributor.authorMukerjee, R.
dc.contributor.authorChen, Z.
dc.date.accessioned2014-10-28T05:13:37Z
dc.date.available2014-10-28T05:13:37Z
dc.date.issued2003-12
dc.identifier.citationMukerjee, R., Chen, Z. (2003-12). On Expected Lengths of Predictive Intervals. Scandinavian Journal of Statistics 30 (4) : 757-766. ScholarBank@NUS Repository.
dc.identifier.issn03036898
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105254
dc.description.abstractWe 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.
dc.sourceScopus
dc.subjectAdmissibility
dc.subjectConfidence level
dc.subjectEstimative density
dc.subjectHigher order asymptotics
dc.subjectInvariance
dc.subjectParametric model
dc.subjectPredictive density
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleScandinavian Journal of Statistics
dc.description.volume30
dc.description.issue4
dc.description.page757-766
dc.identifier.isiutNOT_IN_WOS
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