A quantile approach to the box-cox transformation in random samples

Santiago Velilla Cerdan

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

Abstract: This paper presents an alternative approach to the likelihood methods for estimating the parameter A in the Box-Cox family of transformations when the data arise from a random sample. The method is based on a representation of the quantile function of the variable under consideration. Theoretical properties of the method, its practical applications and comparison with the likelihood approach are studied.

Keywords: Asymptotic; relative; efficiency; (ARE); Box-Cox; transformation; Influential; observations; Quantile; function; Kernel; density; estimation (search for similar items in EconPapers)
Date: 1991-03
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:2796

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