Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models

DOI10.1016/J.JSPI.2005.03.004MaRDI QIDQ2499100zbMATH OpenOpenAlexFDO

Authors Kwan-Ho Cho, Wei-Yin Loh

Publication date 14 August 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2005.03.004

zbMATH Keywords

asymptotic biastransformation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Recommendations

• Prediction interval estimation in transformed linear models
• Confidence intervals following Box‐Cox transformation
• More on the estimation of box-cox transformation
• Box‐Cox transformed linear models: A parameter‐based asymptotic approach
• Box-Cox transformations in linear models: Large sample theory and tests of normality

Cites work

• An Analysis of Transformations Revisited
• Asymptotic theory for Box-Cox transformations in linear models.
• Bounds on AREs of tests following Box-Cox transformations
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• On prediction and the power transformation family
• Prediction interval estimation in transformed linear models
• The bootstrap and Edgeworth expansion
• The Large-Sample Behavior of Transformations to Normality

Cited in

(2)

• Confidence intervals following Box‐Cox transformation
• Prediction interval estimation in transformed linear models

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