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

DOI10.2307/2287303zbMath0507.62023OpenAlexW4231540553MaRDI QIDQ4745141

John J. Spitzer

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287303

zbMATH Keywords

maximum likelihood estimatorBox-Cox transformationnonlinear least squarespower transformationmodified Newton algorithmgradient estimation techniques

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

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