Distribution-Free Predictive Inference for Regression
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DOI: 10.1080/01621459.2017.1307116
Abstract: ABSTRACT We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of the… read more here.
Keywords: distribution free; regression; conformal inference; free predictive ... See more keywords