Improved prediction intervals in heteroscedastic mixed-effects models

DOI10.1016/J.SPL.2016.03.004zbMath1357.62140OpenAlexW2302748224MaRDI QIDQ277270

Sandeep Menon, Inna Perevozskaya, Samaradasa Weerahandi, Thomas Mathew

Publication date: 4 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.004

zbMATH Keywords

variance componentsprediction intervalsREMLbest linear unbiased predictor (BLUP)generalized inferenceheteroscedastic mixed-effects models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Unnamed Item
• Unnamed Item
• Generalized prediction intervals for BLUPs in mixed models
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Tolerance intervals for unbalanced one-way random effects models with covariates and heterogeneous variances
• Generalized Confidence Intervals
• Statistical Tolerance Regions: Theory, Applications, and Computation
• Best Linear Unbiased Estimation and Prediction under a Selection Model

This page was built for publication: Improved prediction intervals in heteroscedastic mixed-effects models