Box-Cox transformations in linear models: Large sample theory and tests of normality

DOI10.2307/3315946zbMath1012.62072MaRDI QIDQ4801369

Gemai Chen, Richard A. Lockhart, Michael A. Stephens

Publication date: 24 June 2003

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

Full work available at URL: https://semanticscholar.org/paper/45671be5ebd851de8f95d4dc3b17fa15595cb7c8

zbMATH Keywords

maximum likelihood estimation; nonlinear regression; empirical distribution functions; goodness of fit; transformation to normality

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62G30: Order statistics; empirical distribution functions

Related Items

A DIFFUSION MODEL FOR ELECTRICITY PRICES, Efficiency of t-Test and Hotelling's T ²-Test After Box-Cox Transformation, What is a statistical model? (With comments and rejoinder)., Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections

Uses Software

• MINITAB

Cites Work

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