메뉴 건너뛰기




Volumn 48, Issue 4, 1996, Pages 687-709

Estimation of a multivariate box-cox transformation to elliptical symmetry via the empirical characteristic function

Author keywords

Box Cox transformations; Elliptically contoured distributions; Empirical characteristic function

Indexed keywords


EID: 0001535428     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00052328     Document Type: Article
Times cited : (9)

References (27)
  • 3
    • 0001666999 scopus 로고
    • Limit theorems for U-processes
    • Arcones, M. A. and Giné, E. (1993). Limit theorems for U-processes, Ann. Probab., 21, 1494-1542.
    • (1993) Ann. Probab. , vol.21 , pp. 1494-1542
    • Arcones, M.A.1    Giné, E.2
  • 5
    • 2742579050 scopus 로고
    • Logarithmic transformation in anova
    • Berry, D. A. (1987). Logarithmic transformation in anova, Biometrics, 3, 39-52.
    • (1987) Biometrics , vol.3 , pp. 39-52
    • Berry, D.A.1
  • 6
    • 0001000789 scopus 로고
    • A test for asymmetry associated with a Hodges-Lehmann estimator
    • Boos, D. D. (1982). A test for asymmetry associated with a Hodges-Lehmann estimator, J. Amer. Statist. Assoc., 77, 647-651.
    • (1982) J. Amer. Statist. Assoc. , vol.77 , pp. 647-651
    • Boos, D.D.1
  • 7
    • 0000244379 scopus 로고
    • On the theory of elliptically contoured distributions
    • Cambanis, S., Huang, S. and Simons, G. (1981). On the theory of elliptically contoured distributions, J. Multivariate Anal., 11, 368-385.
    • (1981) J. Multivariate Anal. , vol.11 , pp. 368-385
    • Cambanis, S.1    Huang, S.2    Simons, G.3
  • 8
    • 0000415646 scopus 로고
    • Testing for normality in arbitrary dimension
    • Csörgo, S. (1986). Testing for normality in arbitrary dimension, Ann. Statist., 14, 708-723.
    • (1986) Ann. Statist. , vol.14 , pp. 708-723
    • Csörgo, S.1
  • 9
    • 0000916852 scopus 로고
    • Testing for symmetry
    • Csörgo, S. and Heathcote, C. R. (1987). Testing for symmetry, Biometrika, 74, 177-184.
    • (1987) Biometrika , vol.74 , pp. 177-184
    • Csörgo, S.1    Heathcote, C.R.2
  • 10
    • 0002828494 scopus 로고
    • Some multivariate applications of elliptical distributions
    • eds. S. Ideka, T. Hayakawa, H. Hudimoto, M. Okamoto, M. Siotani and S. Yamaoto, Shink Tsusho Co., Ltd. Tokyo
    • Devlin, S. J., Gnanadesikan, R. and Kettenring, J. R. (1976). Some multivariate applications of elliptical distributions, Essays in Probability and Statistics (eds. S. Ideka, T. Hayakawa, H. Hudimoto, M. Okamoto, M. Siotani and S. Yamaoto), 365-395, Shink Tsusho Co., Ltd. Tokyo.
    • (1976) Essays in Probability and Statistics , pp. 365-395
    • Devlin, S.J.1    Gnanadesikan, R.2    Kettenring, J.R.3
  • 11
    • 0000085854 scopus 로고
    • A course on empirical processes, Ecole d'Eté de Probabilités de Saint-Flour, XII-1982
    • Springer, New York
    • Dudley, R. M. (1984). A course on empirical processes, Ecole d'Eté de Probabilités de Saint-Flour, XII-1982, Lecture Notes in Math., 1097, 1-142. Springer, New York.
    • (1984) Lecture Notes in Math. , vol.1097 , pp. 1-142
    • Dudley, R.M.1
  • 12
    • 0001605679 scopus 로고
    • Universal Donsker classes and metric entropy
    • Dudley, R. M. (1987). Universal Donsker classes and metric entropy, Ann. Probab., 15, 1306-1326.
    • (1987) Ann. Probab. , vol.15 , pp. 1306-1326
    • Dudley, R.M.1
  • 14
    • 0345310674 scopus 로고
    • Symmetric multivariate and related distributions
    • Chapman and Hall, London
    • Fang, K. T., Kotz, S. and Ng, K. W. (1990). Symmetric multivariate and related distributions, Monographs Statist. Appl. Probab., 36, Chapman and Hall, London.
    • (1990) Monographs Statist. Appl. Probab. , vol.36
    • Fang, K.T.1    Kotz, S.2    Ng, K.W.3
  • 15
    • 0002054359 scopus 로고
    • The empirical characteristic function and its applications
    • Feuerverger, A. and Mureika, R. A. (1977). The empirical characteristic function and its applications, Ann. Statist., 5, 88-97.
    • (1977) Ann. Statist. , vol.5 , pp. 88-97
    • Feuerverger, A.1    Mureika, R.A.2
  • 16
    • 84988122986 scopus 로고
    • Applications of empirical characteristic functions in some multivariate problems
    • Ghosh, S. and Ruymgaart, F. (1992). Applications of empirical characteristic functions in some multivariate problems, Canad. J. Statist., 20(4), 429-440.
    • (1992) Canad. J. Statist. , vol.20 , Issue.4 , pp. 429-440
    • Ghosh, S.1    Ruymgaart, F.2
  • 17
    • 0002502842 scopus 로고
    • On quick choice of power transformation
    • Hinkley, D. V. (1977). On quick choice of power transformation, Appl. Statist., 26, 67-68.
    • (1977) Appl. Statist. , vol.26 , pp. 67-68
    • Hinkley, D.V.1
  • 20
    • 0009428914 scopus 로고
    • Mean variance portfolio choice: A test for elliptical symmetry
    • Department of Statistics, University of Illinois
    • Nelson, C. H., Cox, D. D. and Ndjuenga, J. (1989). Mean variance portfolio choice: a test for elliptical symmetry, Tech. Report, No. 41, Department of Statistics, University of Illinois.
    • (1989) Tech. Report, No. 41
    • Nelson, C.H.1    Cox, D.D.2    Ndjuenga, J.3
  • 24
    • 0000265348 scopus 로고
    • The limiting distribution of the maximum rank correlation estimator
    • Sherman, R. P. (1993). The limiting distribution of the maximum rank correlation estimator, Econometrica, 61, 123-137.
    • (1993) Econometrica , vol.61 , pp. 123-137
    • Sherman, R.P.1
  • 25
    • 0004202673 scopus 로고
    • Mathematical Surveys, Number 1, American Mathematical Society, Rhode Island
    • Shohat, J. A. and Tamarkin, J. D. (1943). The Problem of Moments, Mathematical Surveys, Number 1, American Mathematical Society, Rhode Island.
    • (1943) The Problem of Moments
    • Shohat, J.A.1    Tamarkin, J.D.2
  • 26
    • 0001535569 scopus 로고
    • Power transformations to symmetry
    • Taylor, J. M. G. (1985). Power transformations to symmetry, Biometrika, 72, 145-152.
    • (1985) Biometrika , vol.72 , pp. 145-152
    • Taylor, J.M.G.1
  • 27
    • 38249002469 scopus 로고
    • A note on the multivariate Box-Cox transformation to normality
    • Velilla, S. (1993). A note on the multivariate Box-Cox transformation to normality, Statist. Probab. Lett., 17, 259-263.
    • (1993) Statist. Probab. Lett. , vol.17 , pp. 259-263
    • Velilla, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.