Distributional conformal prediction

<jats:title>Significance</jats:title> <jats:p>Prediction problems are important in many contexts. Examples include cross-sectional prediction, time series forecasting, counterfactual prediction and synthetic controls, and individual treatment effect prediction. We develop a predict...

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Bibliographic Details
Main Authors: Chernozhukov, Victor (Author), Wüthrich, Kaspar (Author), Zhu, Yinchu (Author)
Format: Article
Language:English
Published: Proceedings of the National Academy of Sciences, 2022-08-26T14:05:25Z.
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