An Approach to Inference following Model Selection with Applications to Transformation-Based and Adaptive Inference

References

• Bancroft , T. A. and Han , C. P. 1977 . “Inference Based on Conditional Specification: A Note and a Bibliography,” . International Statistical Review , 45 : 117 – 127 .
   Web of Science ®Google Scholar
• Berger , J. O. 1985 . Statistical Decision Theory and Bayesian Analysis, , 2nd ed. , New York : Springer-Verlag .
   Google Scholar
• Bickel , P. J. 1984 . Comment on “The Analysis of Transformed Data,” . Journal of the American Statistical Association , 79 : 315 – 316 . by D. V. Hinkley and G. Runger
   Web of Science ®Google Scholar
• Bickel , P. J. and Doksum , K. A. 1981 . “An Analysis of Transformations Revisited,” . Journal of the American Statistical Association , 76 : 296 – 311 .
   Web of Science ®Google Scholar
• Box , G. E. P. and Cox , D. R. 1964 . “An Analysis of Transformations” . Journal of the Royal Statistical Society , 26 : 211 – 252 . (with discussion), Ser. B
   Google Scholar
• Brown , L. D. and Fox , M. 1974 . “Admissibility in Statistical Problems Involving a Location or Scale Parameter,” . The Annals of Statistics , 2 : 807 – 814 .
   Web of Science ®Google Scholar
• Cohen , A. 1965 . “A Hybrid Problem on the Exponential Family,” . Annals of Mathematical Statistics , 36 : 1185 – 1206 .
   Google Scholar
• Cohen , A. and Sackrowitz , H. B. “Estimating the Mean of the Selected Population,” . Third Purdue Symposium on Statistical Decision Theory and Related Topics, III . Edited by: Gupta , S. S. and Berger , J. O. pp. 243 – 270 . New York : Academic Press .
   Google Scholar
• Cohen , A. and Sackrowitz , H. B. 1984 . “Decision Theory Results for Vector Risks With Applications,” . Statistics and Decisions , : 159 – 176 . Supplement Issue No. 1
   Google Scholar
• Cox , D. R. 1961 . “Tests of Separate Families of Hypotheses,” . Fourth Berkeley Symposium on Mathematical Statistics and Probability , 1 : 105 – 123 .
   Google Scholar
• Dempster , A. P. 1971 . “Model Searching and Estimation in the Logic of Inference” . In Foundations of Statistical Inference , Edited by: Godambe , V. P. and Sprott , D. A. 56 – 81 . Toronto : Holt, Rinehart & Winston . (with discussion)
   Google Scholar
• Doksum , K. A. 1984 . Comment on “The Analysis of Transformed Data,” . Journal of the American Statistical Association , 79 : 316 – 319 . by D. V. Hinkley and G. Runger
   Web of Science ®Google Scholar
• Doksum , K. A. 1987 . “An Extension of Partial Likelihood Methods for Proportional Hazard Rate Models to General Transformation Models,” . The Annals of Statistics , 15 : 325 – 345 .
   Web of Science ®Google Scholar
• Duan , N. and Li , Ker-chau . 1986 . “The Rescaling of a Transformed Outcome Variable and Its Interpretations on a Predictive Scale,” preprint
   Google Scholar
• Ferguson , T. S. 1967 . Mathematical Statistics, A Decision Theoretic Approach , New York : Academic Press .
   Google Scholar
• Hinkley , D. V. and Runger , G. 1984 . “The Analysis of Transformed Data,” . Journal of the American Statistical Association , 79 : 302 – 309 .
   Web of Science ®Google Scholar
• Hogg , R. V. , Uthoff , V. A. , Randles , R. H. and Davenport , A. S. 1972 . “Selecting the Underlying Distribution and Adaptive Estimation,” . Journal of the American Statistical Association , 67 : 597 – 600 .
   Web of Science ®Google Scholar
• Morganthaler , Stephen . 1986 . “Asymptotics for Configural Location Estimation,” . The Annals of Statistics , 14 : 174 – 187 .
   Web of Science ®Google Scholar
• Robbins , H. E. “Prediction and Estimation for the Compound Poisson Distribution,” . Proceedings of the National Academy of Sciences of the United States of America . Vol. 74 , pp. 2670 – 2671 .
   Google Scholar
• Robbins , H. E. 1980 . “Some Estimation Problems for the Compound Poisson Distribution,” . In Asymptotic Theory of Statistical Tests and Estimation , Edited by: Chakravarti , I. M. 251 – 257 . New York : Academic Press .
   Google Scholar
• Rubin , D. B. 1984 . Comment on “The Analysis of Transformed Data,” . Journal of the American Statistical Association , 79 : 309 – 312 . by D. V. Hinkley and G. Runger
   Web of Science ®Google Scholar
• Stone , C. J. 1981 . “Admissible Selection of an Accurate and Parsimonious Normal Linear Regression Model,” . The Annals of Statistics , 9 : 475 – 485 .
   Web of Science ®Google Scholar
• Tate , R. F. and Klett , G. W. 1959 . “Optimal Confidence Intervals for the Variance of a Normal Distribution,” . Journal of the American Statistical Association , 54 : 674 – 682 .
   Web of Science ®Google Scholar
• Uthoff , V. A. 1973 . “The Most Powerful Scale and Location Invariant Test of the Normal Versus the Double Exponential,” . The Annals of Statistics , 1 : 170 – 174 .
   Web of Science ®Google Scholar