A non-parametric analysis of transformations
type: Item
instance of: scholarly article
title: A non-parametric analysis of transformations
zbMATH Open document ID: 0649.62037
DOI: 10.1016/0304-4076(87)90023-6
author: Aaron K. Han
published in: Journal of Econometrics
publication date: 1987-01-01T00:00:00Z
review text: A non-parametric estimator is proposed for the transformation model, where, following \textit{G. E. P. Box} and \textit{D. R. Cases tables are also provided for specific values of \(\epsilon\), and the joint confidence coefficient 1-\(\alpha\). For the general case, a method to compute the sample size is developed resulting in an integral equation involving the covariance matrix. In case a prior estimate of the covariance matrix is available, the integral equation can be solved by using the algorithm given by \textit{N. S. Russell}}, \textit{D. R. Farrier} and \textit{J. Howell}, J. R. Stat. Soc., Ser. C 34, 49-53 (1985; Zbl 0571.60023). Examples are used to illustrate the effects of dimensions and quality of prior estimates of covariance matrices on the sample size.
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 4060536
zbMATH Keywords: strong consistency
zbMATH Keywords: transformation model
zbMATH Keywords: tables
zbMATH Keywords: joint confidence coefficient
zbMATH Keywords: integral equation
zbMATH Keywords: effects of dimensions
zbMATH Keywords: quality of prior estimates
MaRDI profile type: Publication
full work available at URL: 0304-4076(87)90023-6
OpenAlex ID: W1990667885
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description: scientific article; zbMATH DE number 4060536