Empirical bayes prediction intervals in a normal regression model: higher order asymptotics

Basu, Ruma ; Ghosh, J. K. ; Mukerjee, Rahul (2003) Empirical bayes prediction intervals in a normal regression model: higher order asymptotics Statistics & Probability Letters, 63 (2). pp. 197-203. ISSN 0167-7152

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...

Related URL: http://dx.doi.org/10.1016/S0167-7152(03)00083-X

Abstract

We explore two proposals for finding empirical Bayes prediction intervals under a normal regression model. The coverage probabilities and expected lengths of such intervals are studied and compared via appropriate higher-order asymptotics.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Coverage Probability; Equal Tail; Expected Length
ID Code:22522
Deposited On:24 Nov 2010 08:25
Last Modified:02 Jun 2011 06:39

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