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Simple alternatives for Box–Cox transformations

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  • Christopher Withers
  • Saralees Nadarajah

Abstract

Simple transformations are given for reducing/stabilizing bias, skewness and kurtosis, including the first such transformations for kurtosis. The transformations are based on cumulant expansions and the effect of transformations on their main coefficients. The proposed transformations are compared to the most traditional Box–Cox transformations. They are shown to be more efficient. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Christopher Withers & Saralees Nadarajah, 2014. "Simple alternatives for Box–Cox transformations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(2), pages 297-315, February.
    • Handle: RePEc:spr:metrik:v:77:y:2014:i:2:p:297-315
    DOI: 10.1007/s00184-013-0438-8
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    References listed on IDEAS

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    1. Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
    2. P. Hall & B. Presnell, 1999. "Intentionally biased bootstrap methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 143-158.
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