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A note on the multivariate Box--Cox transformation to normality

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  • Velilla, Santiago

Abstract

We study some aspects of the multivariate Box--Cox transformation to normality which have received attention in the literature.

Suggested Citation

  • Velilla, Santiago, 1993. "A note on the multivariate Box--Cox transformation to normality," Statistics & Probability Letters, Elsevier, vol. 17(4), pages 259-263, July.
  • Handle: RePEc:eee:stapro:v:17:y:1993:i:4:p:259-263
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    Cited by:

    1. 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.
    2. 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.
    3. Zhu, Xuwen & Melnykov, Volodymyr, 2018. "Manly transformation in finite mixture modeling," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 190-208.
    4. Yana Melnykov & Marcus Perry, 2024. "On Robust Change Point Detection and Estimation in Multisubject Studies," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 827-879, August.
    5. 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.
    6. Roland Weigand, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers 144, Bavarian Graduate Program in Economics (BGPE).
    7. 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.
    8. Charles Lindsey & Simon Sheather, 2010. "Power transformation via multivariate Box–Cox," Stata Journal, StataCorp LP, vol. 10(1), pages 69-81, March.
    9. repec:jss:jstsof:13:i01 is not listed on IDEAS

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