Power Transformations to Induce Normality and their Applications

DOI10.1111/J.1467-9868.2004.00435.XMaRDI QIDQ4665834zbMATH OpenOpenAlexFDO

Authors Willa W. Chen, Rohit Deo

Publication date 11 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2004.00435.x

zbMATH Keywords

frequency domainportmanteau testtail index

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A new family of power transformations to improve normality or symmetry
• An Approximate Normalizing Power Transformation for theFDistribution
• scientific article; zbMATH DE number 3297777
• ON THE FOURTH ROOT TRANSFORMATION OF CHI-SQUARE
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap

Cites work

• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• The bootstrap and Edgeworth expansion

Cited in

(24)

• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap
• A modified family of power transformations
• Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
• Parameter estimation for long-memory stochastic volatility at discrete observation
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics
• Singular value decomposition of the third multivariate moment
• The generalised autocovariance function
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
• A new family of power transformations to improve normality or symmetry
• Density estimation for power transformations
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
• An Approximate Normalizing Power Transformation for theFDistribution
• A generalized portmanteau test for independence between two stationary time series
• ON THE FOURTH ROOT TRANSFORMATION OF CHI-SQUARE
• The Wilson-Hilferty transformation is locally saddlepoint
• An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
• THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
• Data transformation, Type I error rate and power
• Analytical calculations of various powers assuming normality
• White noise testing for functional time series
• Another Look at Dependence: The Most Predictable Aspects of Time Series
• Box-Cox transforms for realized volatility
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations

This page was built for publication: Power Transformations to Induce Normality and their Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4665834)