Conditional Prediction Intervals for Linear Regression.

Peter McCullagh Vladimir Vovk Ilia Nouretdinov Dmitry Devetyarov Alexander Gammerman

Published in: ICMLA (2009)

Keyphrases

linear regression
prediction intervals
linear regression model
quantile regression
regression methods
least squares
ridge regression
regression model
nonlinear regression
confidence level
travel time
locally weighted
regression method
prediction error