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对称性的幂变换

Power Transformations to Symmetry

Biometrika · 1985
被引 1
ABS 4

中文导读

讨论了实现分布对称性的幂变换方法,基于对称性度量估计变换参数,并与Box-Cox等方法比较,发现Box-Cox方法或稳健版本最适用。

Abstract

Power transformations for achieving distributional symmetry are discussed. Estimates of the transformation power are based on general measures of symmetry. They are shown to be consistent and asymptotically normal. Use of the skewness coefficient as a measure of symmetry is shown to be optimal in an important special case. The methods are compared to the likelihood methods of Box & Cox (1964) and alternative methods of Hinkley (1975, 1977). The Box-Cox method or a robust adaptation of it (Carroll, 1980; Bickel & Doksum, 1981) is found to be the generally most suitable method.

统计学数据分析数学