Box‐Cox transformations in linear models: Large sample theory and tests of normality

JOURNAL ARTICLE published June 2002 in Canadian Journal of Statistics

Authors: Gemai Chen | Richard A. Lockhart | Michael A. Stephens

Bounds on AREs of Tests Following Box-Cox Transformations

JOURNAL ARTICLE published 1 September 1992 in The Annals of Statistics

Authors: Hanfeng Chen | Wei-Yin Loh

Box‐Cox Transformations for Linear Models

OTHER published 29 September 2014 in Wiley StatsRef: Statistics Reference Online

Authors: Wei‐Yin Loh

Discussion: Linear Smoothers and Additive Models

JOURNAL ARTICLE published 1 June 1989 in The Annals of Statistics

Authors: Dennis D. Cox

Box‐Cox transformed linear models: A parameter‐based asymptotic approach

JOURNAL ARTICLE published December 1997 in Canadian Journal of Statistics

Authors: Gemai Chen | Richard A. Lockhart

The Large-Sample Power of Permutation Tests for Randomization Models

JOURNAL ARTICLE published 1 March 1973 in The Annals of Statistics

Authors: J. Robinson

Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

JOURNAL ARTICLE published 1 August 2002 in The Annals of Statistics

Authors: Olivier Ledoit | Michael Wolf

Asymptotic theory for Box–Cox transformations in linear models

JOURNAL ARTICLE published February 2001 in Statistics & Probability Letters

Authors: Kwanho Cho | In-Kwon Yeo | Richard A. Johnson | Wei-Yin Loh

Large Sample Theory for $U$-Statistics and Tests of Fit

JOURNAL ARTICLE published 1 January 1977 in The Annals of Statistics

Authors: Gavin G. Gregory

Large-sample normality of the batch-means variance estimator

JOURNAL ARTICLE published October 2002 in Operations Research Letters

Authors: Michael Sherman | David Goldsman

Rejoinder

JOURNAL ARTICLE published June 2002 in Canadian Journal of Statistics

Authors: Gemai Chen | Richard A. Lockhart | Michael A. Stephens

Discussion: Linear Smoothers and Additive Models

JOURNAL ARTICLE published 1 June 1989 in The Annals of Statistics

Authors: Zehua Chen | Chong Gu | Grace Wahba

Weak convergence of the empirical process of residuals in linear models with many parameters

JOURNAL ARTICLE published 1 June 2001 in The Annals of Statistics

Authors: Gemai and Chen | Richard A. Lockhart

The Linear Hypothesis and Large Sample Theory

JOURNAL ARTICLE published June 1964 in The Annals of Mathematical Statistics

Authors: G. A. F. Seber

Tests Following Transformations

JOURNAL ARTICLE published 1 October 1995 in The Annals of Statistics

Authors: Hanfeng Chen

Large sample theory of maximum likelihood estimates in semiparametric biased sampling models

JOURNAL ARTICLE published 1 February 2000 in The Annals of Statistics

Authors: Peter B. Gilbert

PLOTS, PROBABILITY PLOTS AND REGRESSION TESTS

BOOK CHAPTER published 25 January 2002 in Testing For Normality

Unified Large-Sample Theory of General Chi-Squared Statistics for Tests of Fit

JOURNAL ARTICLE published 1 May 1975 in The Annals of Statistics

Authors: David S. Moore | M. C. Spruill

Combining the Box-Cox power and generalised log transformations to accommodate nonpositive responses in linear and mixed-effects linear models

JOURNAL ARTICLE published 2022 in South African Statistical Journal

Authors: D. M. Hawkins | S. Weisberg

Large Sample Theory of Estimation in Biased Sampling Regression Models. I

JOURNAL ARTICLE published 1 June 1991 in The Annals of Statistics

Authors: Peter J. Bickel | J. Ritov