Transformation theory: How normal is a family of distributions?
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Cited in
(17)- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Normalizing and variance stabilizing transformations for intraclass correlations
- Variance stabilizing and normalizing transformations for the compound Poisson process
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- Confidence distributions from likelihoods by median bias correction
- General affine transform families: why is the Pareto an exponential transform?
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- Advantages of variance stabilization
- Estabilizacion de la varianza de una distribucion hipergeometrica
- Financial Data Analysis with Two Symmetric Distributions
- General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation
- Relative error accurate statistic based on nonparametric likelihood
- On symmetrizing transformation of the sample coefficient of variation from a normal population
- From the general affine transform family to a Pareto type IV model
- The root-unroot algorithm for density estimation as implemented via wavelet block thresholding
- Special cases of second order Wiener germ approximations
- Nonparametric regression in exponential families
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