Bounds on AREs of tests following Box-Cox transformations

DOI10.1214/AOS/1176348780zbMath0781.62055OpenAlexW2088903467MaRDI QIDQ1206719

Hanfeng Chen, Weih-Yin Loh

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348780

zbMATH Keywords

asymptotic relative efficiencylocal alternativessimulation studyARE boundsBox-Cox transformed two- sample \(t\)-testestimated power transformationfinite-sample sizeslocation-shift modelslog- transformed datamultisample \(F\)-testordinary \(t\)-testscale-shift models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Concavity of Box-Cox log-likelihood function ⋮ Testing for a single mean with transformed data ⋮ A robust Wald-type test for testing the equality of two means from log-normal samples ⋮ Asymptotic theory for Box-Cox transformations in linear models. ⋮ Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models ⋮ Efficiency of t-Test and Hotelling's T ²-Test After Box-Cox Transformation ⋮ Testing the equality means of several log-normal distributions

This page was built for publication: Bounds on AREs of tests following Box-Cox transformations