Tolerance Intervals for Time Series Models and Specifying Trimming/Winsorizing Cutoffs

Kedai Cheng
Confidence intervals are used to capture a parameter of interest, usually a mean or a quantile, at a specified confidence level. Prediction intervals are another practical interval that aim at making sound predictions of future values with some confidence. Although these are useful inference tools, neither of them gives people a plausible range of the sampled population. Tolerance intervals are such an inference tool that captures a specified proportion of the sampled population at a...
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.