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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

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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.

Metadaten
Titel
Box—Cox Transformation for Semiparametric Comparison of Two Samples
verfasst von
Konstantinos Fokianos
Copyright-Jahr
2003
Verlag
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-57410-8_12