Asymptotic theory for Box-Cox transformations in linear models.

DOI10.1016/S0167-7152(00)00170-XzbMath1036.62014MaRDI QIDQ5933619

Kwan-Ho Cho, In-Kwon Yeo, Richard A. Johnson, Weih-Yin Loh

Publication date: 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityuniform convergencetransformation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15)

Related Items (5)

Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections ⋮ Prediction interval estimation in transformed linear models ⋮ A GIC rule for assessing data transformation in regression ⋮ 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

Cites Work

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• Bounds on AREs of tests following Box-Cox transformations
• Uniform Convergence of Random Functions with Applications to Statistics
• Power transformations to symmetry
• The Large-Sample Behavior of Transformations to Normality
• An Analysis of Transformations Revisited
• On power transformations to symmetry
• Some asymptotic results on box-cox transformation methodology
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

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