Box‐Cox transformed linear models: A parameter‐based asymptotic approach

DOI10.2307/3315345MaRDI QIDQ4381858zbMATH OpenOpenAlexFDO

Authors Gemai Chen, Richard A. Lockhart

Publication date 2 June 1998

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315345

zbMATH Keywords

conditional inferenceFisher information matrixunconditional inference

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Recommendations

• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Asymptotic theory for Box-Cox transformations in linear models.
• The Analysis of Transformed Data
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• Inference for general parametric functions in box-Cox-type transformation models

Cites work

• A note on the selection of data transformations
• An Analysis of Transformations Revisited
• An Analysis of Transformations Revisited, Rebutted
• scientific article; zbMATH DE number 3662379 (Why is no real title available?)
• scientific article; zbMATH DE number 3802645 (Why is no real title available?)
• scientific article; zbMATH DE number 3454708 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• On power transformations to symmetry
• On prediction and the power transformation family
• Parameter-based asymptotics
• Statistical Tests Based on Transformed Data
• The Analysis of Transformed Data

Cited in

(12)

• Shrinkage estimation in nonlinear regression: The Box-Cox transformation
• Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(p,q) dependence
• Rescaled methods-of-moments estimation for the Box-Cox regression model
• Bias and convergence rate of the coverage probability of prediction intervals in Box-Cox transformed linear models
• The Analysis of Transformed Data
• Inference for general parametric functions in box-Cox-type transformation models
• Semiparametric estimation of the Box-Cox transformation model
• Bayesian robust transformation and variable selection: A unified approach
• Applied regression analysis bibliography update 1994-97
• Confidence intervals following Box‐Cox transformation
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Asymptotic theory for Box-Cox transformations in linear models.

Describes a project that uses

Uses Software

• MINITAB

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