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 develo...

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Bibliographic Details
Main Authors: Chernozhukov, Victor, Wüthrich, Kaspar, Zhu, Yinchu
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: Proceedings of the National Academy of Sciences 2022
Online Access:https://hdl.handle.net/1721.1/144455