A note on the multivariate Box--Cox transformation to normality
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Cited by:
- Yana Melnykov & Xuwen Zhu & Volodymyr Melnykov, 2021. "Transformation mixture modeling for skewed data groups with heavy tails and scatter," Computational Statistics, Springer, vol. 36(1), pages 61-78, March.
- Egger, Peter H. & Ehrlich, Maximilian v. & Nelson, Douglas R., 2020.
"The trade effects of skilled versus unskilled migration,"
Journal of Comparative Economics, Elsevier, vol. 48(2), pages 448-464.
- Nelson, Doug R & Egger, Peter & Ehrlich, Maximilian Von, 2012. "The Trade Effects of Skilled versus Unskilled Migration," CEPR Discussion Papers 9053, C.E.P.R. Discussion Papers.
- Peter H. Egger, Maximilian v. Ehrlich, Douglas R. Nelson, 2020. "The trade effects of skilled versus unskilled migration," Diskussionsschriften credresearchpaper31, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Zhu, Xuwen & Melnykov, Volodymyr, 2018. "Manly transformation in finite mixture modeling," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 190-208.
- Xuwen Zhu & Yana Melnykov, 2022. "On Finite Mixture Modeling of Change-point Processes," Journal of Classification, Springer;The Classification Society, vol. 39(1), pages 3-22, March.
- Roland Weigand, 2014.
"Matrix Box-Cox Models for Multivariate Realized Volatility,"
Working Papers
144, Bavarian Graduate Program in Economics (BGPE).
- Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
- Yulei He & Trivellore E. Raghunathan, 2012. "Multiple imputation using multivariate gh transformations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(10), pages 2177-2198, June.
- Charles Lindsey & Simon Sheather, 2010. "Power transformation via multivariate Box–Cox," Stata Journal, StataCorp LP, vol. 10(1), pages 69-81, March.
- repec:jss:jstsof:13:i01 is not listed on IDEAS
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Keywords
Asymptotic relative efficiency (ARE) concentrated log-likelihood multivariate Box--Cox transformation;Statistics
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