On power transformations to symmetry
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Publication:4066355
DOI10.1093/BIOMET/62.1.101zbMATH Open0308.62007OpenAlexW2060816262MaRDI QIDQ4066355FDOQ4066355
Authors: D. V. Hinkley
Publication date: 1975
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199228
Cited In (65)
- Testing for a single mean with transformed data
- Robust inference for skewed data in health sciences
- The entropic log odds as a measure of distribution asymmetry
- Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
- Split sample skewness
- Using normal quantile plot to select an appropriate transformation to achieve normality
- More on the estimation of box-cox transformation
- On the use of non-linear transformations in stochastic volatility models
- Voting originated social dynamics: quartile analysis of stochastic environment peculiarities
- Robustness of bioequivalence procedures under box-cox alternatives
- Density estimation via hybrid splines
- Assessing skewness in financial markets
- Robust measures of tail weight
- Asymptotic theory for Box-Cox transformations in linear models.
- Probability weighting, stop-loss and the disposition effect
- A probability distribution for precipitation data analysis
- Rescaled methods-of-moments estimation for the Box-Cox regression model
- A non-parametric analysis of transformations
- A new distance based measure of asymmetry
- An analysis of quantile measures of kurtosis: center and tails
- Log-gamma regression modeling 'through regression trees
- Title not available (Why is that?)
- Log-symmetric distributions: statistical properties and parameter estimation
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- Minimum anderson-darling estimation
- Diagnostic check for monotone spread.
- Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
- Estimating the box-cox transformation via an artificial regression model
- Box‐Cox transformed linear models: A parameter‐based asymptotic approach
- A general measure of skewness
- A quantile-based test for symmetry of weakly dependent processes
- Asymptotic distributions and performance of empirical skewness measures
- Estimating the box-cox transformation via shapiro-wilkWStatistic
- Efficient nonparametric estimation of a distribution function.
- Asymptotics and bootstrap for random-effects panel data transformation models
- On the skewness order of Van Zwet and Oja
- Nearly Gaussian distributions and application
- On a family of discrete log-symmetric distributions
- Estimating a transformation and its effect on Box-Cox \(T\)-ratio
- An ordered approach on cumulative extropy measures for information analysis
- Robustness of three power transformation estimation procedures
- Power transformations in correspondence analysis
- Option-implied skewness: insights from ITM-options
- The method of simulated quantiles
- Symmetry of a distribution via symmetry of order statistics
- L-logistic regression models: prior sensitivity analysis, robustness to outliers and applications
- The starship
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- On the use of \(L\)-functionals in regression models
- A comparison of the box-cox transformation method and nonparametric methods for estimating quantiles in clinical data with repeated measures
- Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution
- Inference for quantile measures of skewness
- On symmetrizing transformation of the sample coefficient of variation from a normal population
- Quantile-based estimation for the Box--Cox transformation in random samples
- Application of box-cox transformations to discrimination for the two-class problem
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
- Title not available (Why is that?)
- Consistency of the bootstrap for the ransformed two-samplet-test
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
- Efficiency of t-Test and Hotelling's T 2-Test After Box-Cox Transformation
- Minimum size survival analysis sampling plans for comparing multiple treatment groups to a single control group
- On robust estimation of location for arbitrarily right-censored data
- Taylor series approximations to expected utility and optimal portfolio choice
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