Adjusting estimative prediction limits

Masao Ueki and Kaoru Fueda

Biometrika, 2007, vol. 94, issue 2, 509-511

Abstract: This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value. Copyright 2007, Oxford University Press.

Date: 2007
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