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Communications in Statistics - Theory and Methods Volume 36, 2007 - Issue 15
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INFERENCE

The Relative Efficiency of Prediction Intervals

Paul Kabaila Department of Mathematics and Statistics, La Trobe University, Victoria, AustraliaCorrespondence[email protected]
&
Khreshna Syuhada Department of Mathematics and Statistics, La Trobe University, Victoria, Australia
Pages 2673-2686 | Received 03 Feb 2006, Accepted 19 Jan 2007, Published online: 06 Nov 2007

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Brenda Castillo-Brais, Ángel León & Juan Mora. Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood. Communications in Statistics - Simulation and Computation 0:0, pages 1-17.
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Articles from other publishers (2)

Paul Kabaila & Khreshna Syuhada. (2010) The asymptotic efficiency of improved prediction intervals. Statistics & Probability Letters 80:17-18, pages 1348-1353.
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Paul Kabaila. (2009) The Coverage Properties of Confidence Regions After Model Selection. International Statistical Review 77:3, pages 405-414.
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