Efficiency of test for independence after Box--Cox transformation

DOI10.1016/j.jmva.2004.08.005zbMath1065.62110OpenAlexW2067852681MaRDI QIDQ558061

Jade Freeman, Reza Modarres

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.005

zbMATH Keywords

IndependenceBox-Cox transformationPowerBivariate non-normal variablesPitman's efficiency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)

Related Items (5)

Estimating the error distribution in semiparametric transformation models ⋮ Quotient correlation: a sample based alternative to Pearson's correlation ⋮ Asymptotic independence of correlation coefficients with application to testing hypothesis of independence ⋮ Nonparametric tests of independence based on interpoint distances ⋮ Efficiency of t-Test and Hotelling's T ²-Test After Box-Cox Transformation

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• Testing for correlation between non-negative variates
• Co-ordinate transformations to normality and the power of normal tests for independence
• The Performance of Some Rough Tests for Bivariate Normality before and after Coordinate Transformations to Normality
• A note on the selection of data transformations

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