In this work we address the problem of prediction in a multidimensional setting. Generalizing a result presented in Ueki and Fueda (2007), we propose a method for correcting estimative predictive regions to reduce their coverage error to third order accuracy. The improved prediction regions are easy to calculate using a suitable bootstrap procedure. An example of application is also included, showing the performance of the proposed method.
Improving estimative prediction regions
GIUMMOLE', Federica;
2010-01-01
Abstract
In this work we address the problem of prediction in a multidimensional setting. Generalizing a result presented in Ueki and Fueda (2007), we propose a method for correcting estimative predictive regions to reduce their coverage error to third order accuracy. The improved prediction regions are easy to calculate using a suitable bootstrap procedure. An example of application is also included, showing the performance of the proposed method.
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