Efficiency of t-Test and Hotelling's T 2-Test After Box-Cox Transformation

DOI10.1080/03610920600672203MaRDI QIDQ5484690zbMATHOpenAlexFDO

Authors Jade Freeman, Reza Modarres

Publication date 21 August 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920600672203

zbMATH Keywords

Pitman's efficiencyHotelling's \(T^{2}\)-testone sample \(t\)-test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Tests following transformations
• Estimating a transformation and its effect on Box-Cox \(T\)-ratio
• Bounds on AREs of tests following Box-Cox transformations
• Effects of the generalized Box–Cox transformation on Type I error rate and power of Hotelling'sT²
• A new transformed two-sample \(t\)-test

Cites work

• scientific article; zbMATH DE number 3951797 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3626442 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
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• Bounds on AREs of tests following Box-Cox transformations
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Box–Cox transformations and heavy-tailed distributions
• Efficiency of test for independence after Box--Cox transformation
• Estimating a transformation and its effect on Box-Cox \(T\)-ratio
• Estimating the box-cox transformation via shapiro-wilkWStatistic
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Inverse Box\,-\,Cox: the power-normal distribution
• On power transformations to symmetry
• Power transformations to symmetry
• Statistical Tests Based on Transformed Data
• THE GENERAL BOX–COX TRANSFORMATIONS IN MULTIPLE LINEAR REGRESSION ANALYSIS
• Tests following transformations
• The Large-Sample Behavior of Transformations to Normality
• Uniform Convergence of Random Functions with Applications to Statistics

Cited in

(7)

• Efficiency of test for independence after Box--Cox transformation
• A new transformed two-sample \(t\)-test
• Linear transformations to symmetry
• Bounds on AREs of tests following Box-Cox transformations
• Testing for a single mean with transformed data
• Removing skewness and kurtosis by transformation when testing for mean equality
• Effects of the generalized Box–Cox transformation on Type I error rate and power of Hotelling'sT²

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