Efficiency of test for independence after Box--Cox transformation

DOI10.1016/j.jmva.2004.08.005zbMath1065.62110MaRDI 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

Independence; Box-Cox transformation; Power; Bivariate non-normal variables; Pitman's efficiency

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

65C05: Monte Carlo methods

Related Items

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

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