Diagnostics and robust estimation in multivariate data transformations

Santiago Velilla Cerdan

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper presents a method for detecting multivariate outliers which might be distorting theı estimation of a transformation to normality. A robust estimator of the transformation parameter is also proposed.

Keywords: Likelihood; displacement; Multivariate; Box-Cox; transformation; S; estimators (search for similar items in EconPapers)
Date: 1993-11
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:3739

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