Simple alternatives for Box–Cox transformations

Simple transformations are given for reducing/stabilizing bias, skewness and kurtosis, including the first such transformations for kurtosis. The transformations are based on cumulant expansions and the effect of transformations on their main coefficients. The proposed transformations are compared to the most traditional Box–Cox transformations. They are shown to be more efficient. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Withers, Christopher ; Nadarajah, Saralees
Published in:	Metrika. - Springer. - Vol. 77.2014, 2, p. 297-315
Publisher:	Springer
Subject:	Bias \| Box–Cox transformation \| Kurtosis \| Skewness \| Variance

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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