Asymptotic theory for Box–Cox transformations in linear models

✍ Scribed by Kwanho Cho; In-Kwon Yeo; Richard A. Johnson; Wei-Yin Loh

• Book ID: 104301545
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 106 KB
• Volume: 51
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00170-x

✦ Synopsis

We investigate large sample properties of the Box-Cox estimators when the Box-Cox transformed responses follow a regression model. We ÿrst extend Rubin's [Ann. Math. Statist. 27 (1956) 200 -203] theorem and then establish the strong consistency and asymptotic normality of the Box-Cox estimators.