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

PLOTS, PROBABILITY PLOTS AND REGRESSION TESTS

BOOK CHAPTER published 25 January 2002 in Testing For Normality

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

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

Other Tests for Univariate Normality

BOOK CHAPTER published 25 January 2002 in Testing For Normality

Tests Following Transformations

JOURNAL ARTICLE published 1 October 1995 in The Annals of Statistics

Authors: Hanfeng Chen

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