Asymptotic theory for Box-Cox transformations in linear models

Kwanho Cho, In-Kwon Yeo, Richard A. Johnson and Wei-Yin Loh

Statistics & Probability Letters, 2001, vol. 51, issue 4, 337-343

Abstract: We investigate large sample properties of the Box-Cox estimators when the Box-Cox transformed responses follow a regression model. We first extend Rubin's [Ann. Math. Statist. 27 (1956) 200-203] theorem and then establish the strong consistency and asymptotic normality of the Box-Cox estimators.

Keywords: Transformation; Consistency; Asymptotic; normality; Uniform; convergence (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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