Confidence intervals following Box‐Cox transformation

DOI10.2307/3315787zbMATH Open0931.62025OpenAlexW2134492131MaRDI QIDQ4378575FDOQ4378575

Authors: Peter M. Hooper, Zhenlin Yang 

Publication date: 21 February 2000

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315787

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zbMATH Keywords

simulationspower transformationconditional coverage probability

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Cites Work

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• An Analysis of Transformations Revisited
• The Analysis of Transformed Data
• An Analysis of Transformations Revisited, Rebutted
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• Measures of Location of Skew Distributions Obtained Through Box-Cox Transformations
• On prediction and the power transformation family
• An Approach to Inference Following Model Selection With Applications to Transformation-Based and Adaptive Inference
• Sensitivity analysis for Box-Cox power transformation model: Contrast parameters

Cited In (8)

• On robustness of usual confidence region under transformation misspecification
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Prediction interval estimation in transformed linear models
• Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models
• Response transformations in repeated measures and growth curve models
• Inference for general parametric functions in box-Cox-type transformation models
• Estimating a transformation and its effect on Box-Cox \(T\)-ratio
• Applied regression analysis bibliography update 1994-97

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