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Published in:
2003 | OriginalPaper | Chapter
Box—Cox Transformation for Semiparametric Comparison of Two Samples
Author : Konstantinos Fokianos
Published in: Foundations of Statistical Inference
Publisher: Physica-Verlag HD
Included 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.