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Volumn 12, Issue 2, 2002, Pages 537-553

Distribution-free prediction intervals in mixed linear models

Author keywords

Asymptotic coverage probability; Consistent estimator; Empirical distribution; Semiparametric inference

Indexed keywords


EID: 0036556574     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (13)

References (16)
  • 1
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    • The probability that the mean of a second sample will differ from the mean of a first sample by less than a certain multiple of the standard deviation of the first sample
    • Baker, G. A. (1935). The probability that the mean of a second sample will differ from the mean of a first sample by less than a certain multiple of the standard deviation of the first sample. Ann. Math. Statist. 6, 197-201.
    • (1935) Ann. Math. Statist. , vol.6 , pp. 197-201
    • Baker, G.A.1
  • 6
    • 0002344794 scopus 로고
    • Bootstrap methods: Another took at the jackknife
    • Efron, B. (1979). Bootstrap methods: Another took at the jackknife. Ann. Statist. 7, 1-26.
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 7
    • 84972540490 scopus 로고
    • Small area estimation: An appraisal
    • Ghosh, M. and Rao, J. N. K. (1994). Small area estimation: An appraisal. Statist. Sci. 9, 55-93.
    • (1994) Statist. Sci. , vol.9 , pp. 55-93
    • Ghosh, M.1    Rao, J.N.K.2
  • 9
    • 0001295504 scopus 로고
    • Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models
    • Jeske, D. R. and Harville, D. A. (1988). Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models. Commun. Statist. - Theory Meth. 17, 1053-1087.
    • (1988) Commun. Statist. - Theory Meth. , vol.17 , pp. 1053-1087
    • Jeske, D.R.1    Harville, D.A.2
  • 10
    • 0030559451 scopus 로고    scopus 로고
    • REML estimation: Asymptotic behavior and related topics
    • Jiang, J. (1996). REML estimation: Asymptotic behavior and related topics. Ann. Statist. 24, 255-286.
    • (1996) Ann. Statist. , vol.24 , pp. 255-286
    • Jiang, J.1
  • 11
    • 0032390601 scopus 로고    scopus 로고
    • Asymptotic properties of the empirical BLUP and BLUE in mixed linear models
    • Jiang, J. (1998). Asymptotic properties of the empirical BLUP and BLUE in mixed linear models. Statist. Sinica 8, 861-885.
    • (1998) Statist. Sinica , vol.8 , pp. 861-885
    • Jiang, J.1
  • 12
    • 0000258837 scopus 로고
    • Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
    • Lai, T. L. and Wei, C. Z. (1982). Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Ann. Statist. 10, 154-166.
    • (1982) Ann. Statist. , vol.10 , pp. 154-166
    • Lai, T.L.1    Wei, C.Z.2
  • 13
    • 0001065876 scopus 로고
    • Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
    • Miller, J. J. (1977). Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance. Ann. Statist. 5, 746-762.
    • (1977) Ann. Statist. , vol.5 , pp. 746-762
    • Miller, J.J.1
  • 14
    • 0000275229 scopus 로고
    • Prediction intervals - A review
    • Patel, J. K. (1989). Prediction intervals - A review. Commun. Statist. - Theory Meth. 18, 2393-2465.
    • (1989) Commun. Statist. - Theory Meth. , vol.18 , pp. 2393-2465
    • Patel, J.K.1
  • 16
    • 0012712547 scopus 로고    scopus 로고
    • Ph.D. dissertation, Univ. of Calif. at Berkeley, Berkeley, CA
    • Zhou, L. (1997). Nonparametric prediction intervals. Ph.D. dissertation, Univ. of Calif. at Berkeley, Berkeley, CA.
    • (1997) Nonparametric Prediction Intervals
    • Zhou, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.