Power Transformations to Induce Normality and their Applications

DOI10.1111/j.1467-9868.2004.00435.xzbMath1063.62065OpenAlexW2158390716MaRDI QIDQ4665834

Rohit S. Deo, Willa W. Chen

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2004.00435.x

zbMATH Keywords

frequency domaintail indexportmanteau test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

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Cites Work

• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• The bootstrap and Edgeworth expansion
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