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We study distribution free, nonparametric prediction bands with a special focus on their finite sample behavior.
Determination of sample sizes for setting tolerance limits
Wilks, S. (1941) · 1941
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An extension of Wilks method for setting tolerance limits
Wald, A. (1943) · 1943
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Nonparametric estimation, II. Statistical equivalent blocks and multivarate tolerance regions
Tukey, J. (1947) · 1947
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Asymptotically minimal multivariate tolerance sets
Chatterjee, S. K., & Patra, N. K. (1980) · 1980
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Variance function estimation
Davidian, M., & Carroll, R. J. (1987) · 1987
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One-sided inference about functionals of a density
Donoho, D. L. (1988) · 1988
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Prediction and tolerance intervals with transformation and/or weighting
Carroll, R. J., & Ruppert, D. (1991) · 1991
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Measuring mass concentrations and estimating density contour clusters - an excess mass approach
Polonik, W. (1995) · 1995
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Low, M. (1997) · 1997
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Di Bucchianico, A., Einmahl, J. H., & Mushkudiani, N. A. (2001) · 2001
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Improving coverage accuracy of nonparametric prediction intervals
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Multivariate spacings based on data depth: I. construction of nonparametric multivariate tolerance regions
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A tutorial on conformal prediction
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Clustering by estimation of density level sets at a fixed probability
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Optimal rates for plug-in estimators of denslty level sets
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Introduction to Nonparametric Estimation
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Efficient nonparametric conformal prediction regions
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