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Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function

Year of publication:
1996
Authors: Quiroz, Adolfo ; Nakamura, Miguel ; Pérez, Francisco
Published in:
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 4, p. 687-709
Publisher: Springer
Subject: Elliptically contoured distributions | empirical characteristic function | Box-Cox transformations
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text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005616485
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