Analytically calibrated Box--Cox percentile limits for duration and event-time models

DOI10.1016/J.INSMATHECO.2004.08.002MaRDI QIDQ2485534zbMATH OpenOpenAlexFDO

Authors Zhenlin Yang, Albert K. Tsui

Publication date 5 August 2005

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2004.08.002

zbMATH Keywords

Box-Cox transformationAnalytical calibrationDuration modelEvent-time modelPercentile limits

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Graphical methods in statistics (62A09)

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Cites work

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Cited in

(1)

• A modified family of power transformations

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Uses Software

• StInt

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