Analytically Calibrated Box-Cox Percentile Limits for Duration and Event-Time Models
This paper proposes a unified approach to constructing confidence limits for a future percentile duration or event-time. The construction is based on an analytical calibration of the Box-Cox-type “plug-in” percentile limits (PL). The performance of the calibrated Box-Cox PL is investigated using Mon...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2004
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/191 https://ink.library.smu.edu.sg/context/soe_research/article/1190/viewcontent/YangTsui_IME2004.pdf |
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| Institution: | Singapore Management University |
| Language: | English |