Velilla Cerdan, SantiagoUniversidad Carlos III de Madrid. Departamento de Economía2008-08-132008-08-131991-032340-5031https://hdl.handle.net/10016/2796This 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.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaAsymptotic relative efficiency (ARE)Box-Cox transformationInfluential observationsQuantile functionKernel density estimationworking paperEconomíaopen access