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Designing Bootstrap Prediction Regions

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Bootstrapping and Related Techniques

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 376))

Abstract

This article discusses the design and bootstrap construction of asymptotically optimal prediction regions. The emphasis is on devising simultaneous one-sided prediction intervals. A good solution to this problem implies constructions for simultaneous two-sided prediction intervals and for multivariate prediction regions.

This research was supported in part by NSF Grant DMS 9001710.

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References

  • Beran, R. (1988), “Balanced simultaneous confidence sets,” Journal of the American Statistical Association, 83, 679–697.

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Author information

Authors and Affiliations

  1. University of California, Berkeley, USA

    Rudolf Beran

Authors
  1. Rudolf Beran
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Editor information

Editors and Affiliations

  1. Bremen Institute for Prevention Research and Social Medicine (BIPS), Grünenstraße 120, W-2800, Bremen, Germany

    Karl-Heinz Jöckel

  2. Hauptverband der gewerblichen Berufsgenossenschaften e. V., Alte Heerstraße 111, W-5205, Sankt Augustin, Germany

    Günter Rothe

  3. Abteilung für angewandte Mathematik, University of Trier, Postfach 3825, W-5500, Trier, Germany

    Wolfgang Sendler

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© 1992 Springer-Verlag Berlin Heidelberg

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Beran, R. (1992). Designing Bootstrap Prediction Regions. In: Jöckel, KH., Rothe, G., Sendler, W. (eds) Bootstrapping and Related Techniques. Lecture Notes in Economics and Mathematical Systems, vol 376. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48850-4_3

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  • DOI: https://doi.org/10.1007/978-3-642-48850-4_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55003-7

  • Online ISBN: 978-3-642-48850-4

  • eBook Packages: Springer Book Archive

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