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Abstract:

Response transformations are a popular approach to adapt data to a linear regression model. The regression coefficients, as well as the parameter defining the transformation, are often estimated by maximum likelihood assuming homoscedastic normal errors. Unfortunately, consistency to the true parameters holds only if the assumptions of normality and homoscedasticity are satisfied. In addition, these estimates are nonrobust in the presence of outliers. New estimates are proposed, which are robust and consistent even if the assumptions of normality and homoscedasticity do not hold. These estimates are based on the minimization of a robust measure of residual autocorrelation. © 2005 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Robust Box-Cox transformations based on minimum residual autocorrelation
Autor:Marazzi, A.; Yohai, V.J.
Filiación:Institute for Social and Preventive Medicine, University of Lausanne, Bugnon 17, CH 1005 Lausanne, Switzerland
Departamento de Matematica, Universidad de Buenos Aires, Ciudad Universitaria, Pabellon 1, 1428 Buenos Aires, Argentina
Palabras clave:Box-Cox transformation; Heteroscedasticity; Robust estimation; Computational methods; Error analysis; Mathematical models; Optimization; Regression analysis; Robustness (control systems); Box-Cox transformation; Heteroscedasticity; Robust estimation; Mathematical transformations
Año:2006
Volumen:50
Número:10
Página de inicio:2752
Página de fin:2768
DOI: http://dx.doi.org/10.1016/j.csda.2005.04.007
Título revista:Computational Statistics and Data Analysis
Título revista abreviado:Comput. Stat. Data Anal.
ISSN:01679473
CODEN:CSDAD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v50_n10_p2752_Marazzi

Referencias:

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Citas:

---------- APA ----------
Marazzi, A. & Yohai, V.J. (2006) . Robust Box-Cox transformations based on minimum residual autocorrelation. Computational Statistics and Data Analysis, 50(10), 2752-2768.
http://dx.doi.org/10.1016/j.csda.2005.04.007
---------- CHICAGO ----------
Marazzi, A., Yohai, V.J. "Robust Box-Cox transformations based on minimum residual autocorrelation" . Computational Statistics and Data Analysis 50, no. 10 (2006) : 2752-2768.
http://dx.doi.org/10.1016/j.csda.2005.04.007
---------- MLA ----------
Marazzi, A., Yohai, V.J. "Robust Box-Cox transformations based on minimum residual autocorrelation" . Computational Statistics and Data Analysis, vol. 50, no. 10, 2006, pp. 2752-2768.
http://dx.doi.org/10.1016/j.csda.2005.04.007
---------- VANCOUVER ----------
Marazzi, A., Yohai, V.J. Robust Box-Cox transformations based on minimum residual autocorrelation. Comput. Stat. Data Anal. 2006;50(10):2752-2768.
http://dx.doi.org/10.1016/j.csda.2005.04.007