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A note on the multivariate box-cox transformation to normality

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URI: https://hdl.handle.net/10016/2820
ISSN: 2340-5031
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we9208.pdf (385.77 KB)
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1992-02
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Abstract
We study some aspects of the multivariate Box-Cox transformation to normality which have received little attention in the literature.
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Asymptotic relative efficiency (ARE), Concentrated log-likelihood, Multivariate Box-Cox transformation
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DE - Working Papers. Economics. WE
Economists Online