Simple alternatives for Box–Cox transformations

Christopher Withers and Saralees Nadarajah ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 2, 297-315

Abstract: Simple transformations are given for reducing/stabilizing bias, skewness and kurtosis, including the first such transformations for kurtosis. The transformations are based on cumulant expansions and the effect of transformations on their main coefficients. The proposed transformations are compared to the most traditional Box–Cox transformations. They are shown to be more efficient. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Bias; Box–Cox transformation; Kurtosis; Skewness; Variance (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:77:y:2014:i:2:p:297-315

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DOI: 10.1007/s00184-013-0438-8

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