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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