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

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

dc.affiliation.dpto	UC3M. Departamento de Economía	es
dc.contributor.author	Velilla Cerdan, Santiago
dc.contributor.editor	Universidad Carlos III de Madrid. Departamento de Economía
dc.date.accessioned	2008-08-13T10:49:23Z
dc.date.available	2008-08-13T10:49:23Z
dc.date.issued	1991-03
dc.description.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.
dc.format.mimetype	application/pdf
dc.identifier.issn	2340-5031
dc.identifier.uri	https://hdl.handle.net/10016/2796
dc.language.iso	eng
dc.relation.ispartofseries	Working Papers
dc.relation.ispartofseries	1991-12
dc.rights	Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRights	open access
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.eciencia	Economía
dc.subject.other	Asymptotic relative efficiency (ARE)
dc.subject.other	Box-Cox transformation
dc.subject.other	Influential observations
dc.subject.other	Quantile function
dc.subject.other	Kernel density estimation
dc.title	A quantile approach to the box-cox transformation in random samples
dc.type	working paper	*
dspace.entity.type	Publication