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A quantile approach to the box-cox transformation in random samples

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  • Velilla Cerdan, Santiago

Abstract

This paper presents an alternative approach to the likelihood methods for estimating the parameter A in the Box-Cox family of transformations when the data arise from a random sample. The method is based on a representation of the quantile function of the variable under consideration. Theoretical properties of the method, its practical applications and comparison with the likelihood approach are studied.

Suggested Citation

  • Velilla Cerdan, Santiago, 1991. "A quantile approach to the box-cox transformation in random samples," UC3M Working papers. Economics 2796, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2796
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    Keywords

    Asymptotic relative efficiency (ARE);

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