2003 | OriginalPaper | Buchkapitel
Box—Cox Transformation for Semiparametric Comparison of Two Samples
verfasst von : Konstantinos Fokianos
Erschienen in: Foundations of Statistical Inference
Verlag: Physica-Verlag HD
Enthalten in: Professional Book Archive
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We consider the density ratio model which specifies a linear parametric function of the log-likelihood ratio of two densities without assuming any specific form about them and has been found useful for semiparametric comparison of two samples. We study the Box-Cox family of transformations in the context of the density ratio model to suggest a data driven method for identification of the model’s true parametric part. The methodology is illustrated by a real data example.