A note on the multivariate box-cox transformation to normality

Santiago Velilla Cerdan

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

Abstract: We study some aspects of the multivariate Box-Cox transformation to normality which have received little attention in the literature.

Keywords: Asymptotic; relative; efficiency; (ARE); Concentrated; log-likelihood; Multivariate; Box-Cox; transformation (search for similar items in EconPapers)
Date: 1992-02
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:2820

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