Valid and Efficient Split Conformal Regression for Time Series Y3MSGX6472
| URI | m2://res/Y3MSGX6472 |
|---|---|
| Kind | preprint |
| Creators | Percy S. Zhai, Maggie Cheng, Wei Biao Wu |
| Date | 2026-09-27 |
| MSC | 62-XX |
| Subjects | arxiv math.ST, arxiv stat.ML, arxiv stat.TH |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2026-09-27 |
| Ids | arXiv 2609.33866 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Misspecified learners | statement | proposition 11 | arxiv |
| Conditional variance | statement | lemma 17 | arxiv |
| 271492Q4NX | statement | proposition 7 | arxiv |
| CQR accuracy of interval length | statement | theorem 2 | arxiv |
| Shifted radius | statement | lemma 15 | arxiv |
| 4K5CQSZA3R | statement | lemma 19 | arxiv |
| Finite-calibration comparison | statement | lemma 18 | arxiv |
| CMR length under Gaussian long memory | statement | theorem 4 | arxiv |
| Projection envelope | statement | proposition 6 | arxiv |
| CMR marginal coverage and accuracy of interval length | statement | theorem 3 | arxiv |
| ACZ6JNRJ3R | statement | lemma 13 | arxiv |
| BH745Q8YQ9 | statement | lemma 8 | arxiv |
| Consistency of quantile regression on an ergodic series | statement | lemma 10 | arxiv |
| Coverage | statement | corollary 20 | arxiv |
| Sufficient conditions | statement | proposition 12 | arxiv |
| Conditional mean | statement | lemma 16 | arxiv |
| Lower bound | statement | proposition 5 | arxiv |
| Calibration rate of the symmetric score | statement | lemma 14 | arxiv |
| CQR marginal coverage | statement | theorem 1 | arxiv |
| Quantile form | statement | proposition 9 | arxiv |
Catalogue records
- arxiv: 2609.33866 (work)
- arxiv_text: 2609.33866 (work)