A likelihood analysis of quantile-matching transformations

DOI10.1093/BIOMET/ASAA048MaRDI QIDQ5857992zbMATH OpenOpenAlexFDO

Authors M. F. Tresoldi, P. McCullagh

Publication date 8 April 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.03709

zbMATH Keywords

Box-Cox transformationlikelihood ratiorank regression

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

Abstract: Quantile matching is a strictly monotone transformation that sends the observed response values $y_1,\mathrm{...},y_n$ to the quantiles of a given target distribution. A likelihood based criterion is developed for comparing one target distribution with another in a linear-model setting.

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Cited in

(5)

• Transforming a random variable to a prescribed distribution: an application to school-based assessment
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• Matching a distribution by matching quantiles estimation
• Modified Profile Likelihood in Transformed Linear Models
• Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model

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