On prediction and the power transformation family

DOI10.1093/BIOMET/68.3.609zbMath0492.62058OpenAlexW2136158063MaRDI QIDQ3954680

David Ruppert, Raymond J. Carroll

Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3211

zbMATH Keywords

robustnessmaximum likelihood estimationprediction errorMonte-Carlo simulationBox-Cox familypower transformation familyprediction of conditional mediantransformation to normal linear model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (15)

Prediction using non-parametric techniques: some comparisons ⋮ Median estimation through a regression transformation ⋮ Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator ⋮ Estimation of regression parameters in a semiparametric transformation model ⋮ The nonparametric Box-Cox model for high-dimensional regression analysis ⋮ Properties of modelling the error distribution with an extra shape parameter ⋮ Confidence intervals following Box‐Cox transformation ⋮ Box‐Cox transformed linear models: A parameter‐based asymptotic approach ⋮ Prediction interval estimation in transformed linear models ⋮ Analytically calibrated Box--Cox percentile limits for duration and event-time models ⋮ Predictive Margins with Survey Data ⋮ Inverse Box\,-\,Cox: the power-normal distribution ⋮ Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models ⋮ Bayesian robust transformation and variable selection: A unified approach ⋮ Robustness of three power transformation estimation procedures

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