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

DOI10.1016/j.jspi.2005.03.004zbMath1093.62066OpenAlexW1978951090MaRDI QIDQ2499100

Kwan-Ho Cho, Weih-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

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

Cites Work

• Unnamed Item
• Bounds on AREs of tests following Box-Cox transformations
• The Large-Sample Behavior of Transformations to Normality
• An Analysis of Transformations Revisited
• On prediction and the power transformation family
• The bootstrap and Edgeworth expansion
• Asymptotic theory for Box-Cox transformations in linear models.
• Prediction interval estimation in transformed linear models

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