Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics
AbstractWe explore two proposals for finding empirical Bayes prediction intervals under a normal regression model. The coverage probabilities and expected lengths of such intervals are studied and compared via appropriate higher-order asymptotics.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 63 (2003)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Shonosuke Sugasawa & Tatsuya Kubokawa, 2014. "Estimation and Prediction Intervals in Transformed Linear Mixed Models," CIRJE F-Series CIRJE-F-929, CIRJE, Faculty of Economics, University of Tokyo.
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