Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function

DOI10.1007/BF00052328MaRDI QIDQ1373259zbMATH OpenOpenAlexFDO

Authors A. J. Quiroz, Miguel Nakamura, Francisco Perez jun.

Publication date 18 November 1997

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00052328

zbMATH Keywords

empirical characteristic functionBox-Cox transformationsElliptically contoured distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

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• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
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• Applications of empirical characteristic functions in some multivariate problems
• Approximation Theorems of Mathematical Statistics
• Convergence of stochastic processes
• Data. A collection of problems from many fields for the student and research worker
• Density and dimension
• Limit theorems for \(U\)-processes
• Logarithmic Transformations in ANOVA
• On the theory of elliptically contoured distributions
• Power transformations to symmetry
• Testing for Symmetry
• Testing for normality in arbitrary dimension
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• The empirical characteristic function and its applications
• Universal Donsker classes and metric entropy

Cited in

(5)

• Box-Cox elliptical distributions with application
• Estimation of quadratic functionals of a density
• Response transformations in repeated measures and growth curve models
• A statistic for testing the null hypothesis of elliptical symmetry
• Tests for validity of the semiparametric heteroskedastic transformation model

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