Robust Box-Cox transformations based on minimum residual autocorrelation

DOI10.1016/J.CSDA.2005.04.007MaRDI QIDQ959359zbMATH OpenOpenAlexFDO

Authors Alfio Marazzi, Victor J. Yohai

Publication date 11 December 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2005.04.007

zbMATH Keywords

heteroscedasticityrobust estimationBox-Cox transformation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust Box-Cox transformations for simple regression
• Robust Response Transformations Based on Optimal Prediction
• Transformations in Regression: A Robust Analysis
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Box-Cox transformations in linear models: Large sample theory and tests of normality

Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• A non-parametric analysis of transformations
• An Analysis of Transformations Revisited
• Bootstrapping robust estimates of regression
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• High breakdown-point and high efficiency robust estimates for regression
• On the optimality of S-estimators
• Robust Box-Cox transformations for simple regression
• Robust Estimation of a Location Parameter
• Robust diagnostic regression analysis
• Robust regression diagnostics with data transformations
• The Analysis of Transformed Data
• Transforming a response variable for linearity

Cited in

(9)

• \(M\)-estimation based detection of undocumented mean shifts without trend changes for the Box-Cox transformed daily precipitation data series
• Evaluation of robust outlier detection methods for zero-inflated complex data
• Robust Box-Cox transformations for simple regression
• Robust Transformations in Univariate and Multivariate Time Series
• Editorial: Machine learning and robust data mining
• Transformations in Regression: A Robust Analysis
• Robust fitting of claim severity distributions and the method of trimmed moments
• On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression

This page was built for publication: Robust Box-Cox transformations based on minimum residual autocorrelation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959359)