A Fast and Efficient Algorithm for the Estimation of Parameters in Models with the Box-and-Cox Transformation (Q4745141)

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scientific article; zbMATH DE number 3800774
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English
A Fast and Efficient Algorithm for the Estimation of Parameters in Models with the Box-and-Cox Transformation
scientific article; zbMATH DE number 3800774

    Statements

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    1982
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    modified Newton algorithm
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    maximum likelihood estimator
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    gradient estimation techniques
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    Box-Cox transformation
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    nonlinear least squares
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    power transformation
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    A Fast and Efficient Algorithm for the Estimation of Parameters in Models with the Box-and-Cox Transformation (English)
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