Prediction interval estimation in transformed linear models

DOI10.1016/S0167-7152(00)00169-3zbMath0973.62051OpenAlexW2045793381MaRDI QIDQ5933620

Weih-Yin Loh, Kwan-Ho Cho, In-Kwon Yeo, Richard A. Johnson

Publication date: 1 November 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00169-3

zbMATH Keywords

uniform convergencetransformationcoverage probabilityprediction interval estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (2)

Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models ⋮ Oracle estimation of parametric transformation 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.

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