Adjusting estimative prediction limits |
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| Authors: | Ueki Masao; Fueda Kaoru |
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| Institution: | Graduate School of Environmental Science, Okayama University, Naka 3-1-1, Tsushima, Okayama, 700-8530, Japan |
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| Abstract: | This note presents a direct adjustment of the estimative predictionlimit to reduce the coverage error from a target value to third-orderaccuracy. The adjustment is asymptotically equivalent to thoseof Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998).It has a simpler form with a plug-in estimator of the coverageprobability of the estimative limit at the target value. |
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| Keywords: | Coverage probability Parametric bootstrap Prediction limit |
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