Improved prediction limits for continuous and discrete observations in generalised linear models

Biometrika

Volumn 88, Issue 3, 2001, Pages 881-887

  Vidoni, Paolo ^a  

^a UNIVERSITY OF UDINE   (Italy)

Author keywords

Asymptotic expansion; Coverage probability; Discrete predictand; Prediction interval; Predictive density

Indexed keywords

EID: 12444327617     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.3.881     Document Type: Article

References (5)

1. ABRAMOWITZ, M. & STEGUN, I. A. (1972). Handbook of Mathematical Functions. New York: Dover.
2. BARNDORFF-NIELSEN, O. E. & Cox, D. R. (1996). Prediction and asymptotics. Bernoulli 2, 319-40.
3. JORGENSEN, B. (1997). The Theory of Dispersion Models. London: Chapman and Hall.
4. McCuLLAGH, P. & NELDER, J. A. (1989). Generalized Linear Models, 2nd ed. London: Chapman and Hall.
5. VIDONI, P. (1998). A note on modified estimative prediction limits and distributions. Biometrika 85, 949-53.