Prediction interval estimation in transformed linear models
From MaRDI portal
Publication:5933620
DOI10.1016/S0167-7152(00)00169-3zbMath0973.62051MaRDI QIDQ5933620
In-Kwon Yeo, Richard A. Johnson, Weih-Yin Loh, Kwan-Ho Cho
Publication date: 1 November 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
62J05: Linear regression; mixed models
62J99: Linear inference, regression
Related Items
Oracle estimation of parametric transformation models, Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models
Cites Work
- Unnamed Item
- Prediction and Power Transformations when the Choice of Power is Restricted to a Finite Set
- Smearing Estimate: A Nonparametric Retransformation Method
- An Analysis of Transformations Revisited
- On prediction and the power transformation family
- Asymptotic theory for Box-Cox transformations in linear models.