Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback-Leibler information number criterion

DOI10.1016/j.spl.2024.110118zbMath1541.62052MaRDI QIDQ6569452

Mayla C. Ward, Kimihiro Noguchi

Publication date: 9 July 2024

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

zbMATH Keywords

incomplete gamma functionnormalityKullback-Leibler divergenceBox-Cox transformationLaplace distributionvariance-stabilizing transformation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

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