Distribution-Free Prediction Sets
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- Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2018. "Exact and robust conformal inference methods for predictive machine learning with dependent data," CeMMAP working papers CWP16/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mammen, Enno & Martínez Miranda, María Dolores & Nielsen, Jens Perch, 2015. "In-sample forecasting applied to reserving and mesothelioma mortality," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 76-86.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org.
- repec:bla:jorssb:v:79:y:2017:i:5:p:1367-1389 is not listed on IDEAS
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017.
"An exact and robust conformal inference method for counterfactual and synthetic controls,"
CeMMAP working papers
CWP62/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2017. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Papers 1712.09089, arXiv.org, revised Jul 2019.
- repec:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0796-1 is not listed on IDEAS
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