Concavity of Box-Cox log-likelihood function

In this article, we prove that, in the single sample case, the Box-Cox log-likelihood function for the power transformation parameter is strictly concave downward.

MoreLess

Year of publication:	1995
Authors:	Kouider, Elies ; Chen, Hanfeng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 25.1995, 2, p. 171-175
Publisher:	Elsevier
Subject:	Concave downward Power transformation

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138045