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Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function

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  • Adolfo Quiroz
  • Miguel Nakamura
  • Francisco Pérez

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  • Adolfo Quiroz & Miguel Nakamura & Francisco Pérez, 1996. "Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 687-709, December.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:4:p:687-709
    DOI: 10.1007/BF00052328
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    References listed on IDEAS

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    1. David Hinkley, 1977. "On Quick Choice of Power Transformation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 67-69, March.
    2. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    2. Martinez, Harú V. & Olivares, María M., 1999. "Estimation of quadratic functionals of a density," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 327-332, May.
    3. Sven Klaassen & Jannis Kueck & Martin Spindler, 2017. "Transformation Models in High-Dimensions," Papers 1712.07364, arXiv.org.
    4. Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J., 2002. "A Statistic for Testing the Null Hypothesis of Elliptical Symmetry," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 274-285, May.

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