Concepedia

Finite-sample Coverage

Finite-Sample Coverage is a statistical property of a credible interval that denotes the actual probability that the interval contains the true parameter value in a given finite sample, as opposed to its asymptotic or nominal coverage.

64

Publications

3.2K

Citations

122

Authors

72

Institutions

Publications per year

2017–2026

21

Parents

Publications

64

Distribution-Free Predictive Inference for Regression

Jing Lei, Max G’Sell, Alessandro Rinaldo et al. · Journal of the American Statistical Association · 2017 · 751 citations

, , +15

Extreme quantile estimation for dependent data, with applications to finance

Holger Drees · Bernoulli · 2003 · 167 citations · Full text

, , +17

Least Ambiguous Set-Valued Classifiers With Bounded Error Levels

Mauricio Sadinle, Jing Lei, Larry Wasserman · Journal of the American Statistical Association · 2017 · 131 citations · Full text

, , +15

Finite-Sample Properties of Percentile and Percentile-<i>t</i> Bootstrap Confidence Intervals for Impulse Responses

Lutz Kilian · The Review of Economics and Statistics · 1999 · 122 citations

, , +16

Random Forest Prediction Intervals

Haozhe Zhang, Joshua Zimmerman, Dan Nettleton et al. · The American Statistician · 2019 · 121 citations · Full text

, , +14

1–5 of 64

Authors

122

  1. JL
    Jing Lei

    Carnegie Mellon University, United States

    6 publications · 960 citations

    6

    h-index

  2. HL
    Hannes Leeb

    University of Vienna, Austria

    3 publications · 85 citations

    3

    h-index

  3. LW
    Larry Wasserman

    Carnegie Mellon University, United States

    3 publications · 803 citations

    3

    h-index

  4. LW
    Larry Wasserman

    Carnegie Mellon University, United States

    3 publications · 157 citations

    3

    h-index

  5. LG
    Lei Gong

    Tianjin Medical University Cancer Institute and Hospital, China

    2 publications · 30 citations

    2

    h-index

1–5 of 122

Institutions

72

  1. University of California, Berkeley

    Berkeley, United States

    6 h-index

    13 publications

    657 citations

  2. Carnegie Mellon University

    Pittsburgh, United States

    5 h-index

    15 publications

    4.3K citations

  3. Yale University

    New Haven, United States

    3 h-index

    5 publications

    166 citations

  4. La Trobe University

    Melbourne, Australia

    3 h-index

    4 publications

    75 citations

  5. Princeton University

    Princeton, United States

    3 h-index

    5 publications

    179 citations

  6. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    3 h-index

    6 publications

    546 citations

  7. University of Vienna

    Vienna, Austria

    2 h-index

    2 publications

    69 citations

  8. Iowa State University

    Ames, United States

    2 h-index

    6 publications

    542 citations

1–8 of 72

Venues

  1. arXiv (Cornell University)

    Repository · 8 publications · 164 citations

    8

    h-index

  2. Journal of the American Statistical Association

    7 publications · 1.1K citations

    7

    h-index

  3. Electronic Journal of Statistics

    3 publications · 63 citations

    3

    h-index

  4. 3

    h-index

  5. The Annals of Statistics

    3 publications · 117 citations

    3

    h-index

1–5