Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104991
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dc.titleAn alternative approximation to the variance of transformation score
dc.contributor.authorYang, Z.
dc.date.accessioned2014-10-28T05:09:57Z
dc.date.available2014-10-28T05:09:57Z
dc.date.issued1998
dc.identifier.citationYang, Z. (1998). An alternative approximation to the variance of transformation score. Journal of Statistical Computation and Simulation 62 (1-2) : 181-188. ScholarBank@NUS Repository.
dc.identifier.issn00949655
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104991
dc.description.abstractAn alternative approximation to the variance of transformation score is given, based on an asymptotic expansion of the transformation estimator. It is then compared with the variance approximation given by Lawrance (1987) in terms of standardized scores. Simulations show that the two standardized scores behave very similarly when model error standard deviation is small. However, when error standard deviation is not small, the new standardized score outperforms that of Lawrance, especially in the structured models.
dc.sourceScopus
dc.subjectBox-cox transformation
dc.subjectScore statistics
dc.subjectVariance estimation
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleJournal of Statistical Computation and Simulation
dc.description.volume62
dc.description.issue1-2
dc.description.page181-188
dc.identifier.isiutNOT_IN_WOS
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