Some asymptotic results on Box-Cox transformation methodology

被引：8

作者：

Yang, ZL ^{[1
]}

机构：

[1] NATL UNIV SINGAPORE, DEPT ECON & STAT, SINGAPORE 117548, SINGAPORE

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 02期

关键词：

asymptotic independence; Box-Cox transformation; conditional inference; pivotal quantity;

D O I：

10.1080/03610929608831703

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Box-Cox's conditional approach to inference following transformation selection is studied. In particular, it is shown that the Box-Cox T-statistic where the transformation is estimated is asymptotically equivalent to the T-statistic where the transformation is assumed known. It is also shown that under mild conditions the Box-Cox T-statistic is asymptotically independent of the estimate of the transformation parameter.

引用

页码：403 / 414

页数：12

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