Controlling Conditional Coverage Probability in Prediction
Beran, Rudolf
Ann. Statist., Tome 20 (1992) no. 1, p. 1110-1119 / Harvested from Project Euclid
Suppose the variable $X$ to be predicted and the learning sample $Y_n$ that was observed are independent, with a joint distribution that depends on an unknown parameter $\theta$. A prediction region $D_n$ for $X$ is a random set, depending on $Y_n$, that contains $X$ with prescribed probability $\alpha$. In sufficiently regular models, $D_n$ can be constructed so that overall coverage probability converges to $\alpha$ at rate $n^{-r}$, where $r$ is any positive integer. This paper shows that the conditional coverage probability of $D_n$, given $Y_n$, converges in probability to $\alpha$ at a rate which usually cannot exceed $n^{-1/2}$.
Publié le : 1992-06-14
Classification:  Prediction region,  conditional coverage probability,  local asymptotic minimax,  convolution representation,  62M20,  62E20
@article{1176348673,
     author = {Beran, Rudolf},
     title = {Controlling Conditional Coverage Probability in Prediction},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1110-1119},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348673}
}
Beran, Rudolf. Controlling Conditional Coverage Probability in Prediction. Ann. Statist., Tome 20 (1992) no. 1, pp.  1110-1119. http://gdmltest.u-ga.fr/item/1176348673/