A Modified Family of Power Transformations

A Modified Family of Power Transformations

A modified family of power transformation, called the dual power transformation, is proposed. The new transformation is shown to possess properties similar to those of the well-known Box-Cox power transformation, but overcomes the long-standing truncation problem of the latter. It generates a rich f...

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Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
Box-Cox transformation
Dual power transformation
Duration
Trans-normal
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/179
https://ink.library.smu.edu.sg/context/soe_research/article/1178/viewcontent/Modified_family_of_power_transformations_2006.pdf
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.soe_research-11782018-05-07T05:29:28Z A Modified Family of Power Transformations YANG, Zhenlin A modified family of power transformation, called the dual power transformation, is proposed. The new transformation is shown to possess properties similar to those of the well-known Box-Cox power transformation, but overcomes the long-standing truncation problem of the latter. It generates a rich family of distributions that is seen to be very useful in modeling and analysis of durations and event-times. 2006-07-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/179 info:doi/10.1016/j.econlet.2006.01.011 https://ink.library.smu.edu.sg/context/soe_research/article/1178/viewcontent/Modified_family_of_power_transformations_2006.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Box-Cox transformation Dual power transformation Duration Trans-normal Econometrics
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Box-Cox transformation
Dual power transformation
Duration
Trans-normal
Econometrics
spellingShingle Box-Cox transformation
Dual power transformation
Duration
Trans-normal
Econometrics
YANG, Zhenlin
A Modified Family of Power Transformations
description A modified family of power transformation, called the dual power transformation, is proposed. The new transformation is shown to possess properties similar to those of the well-known Box-Cox power transformation, but overcomes the long-standing truncation problem of the latter. It generates a rich family of distributions that is seen to be very useful in modeling and analysis of durations and event-times.
format text
author YANG, Zhenlin
author_facet YANG, Zhenlin
author_sort YANG, Zhenlin
title A Modified Family of Power Transformations
title_short A Modified Family of Power Transformations
title_full A Modified Family of Power Transformations
title_fullStr A Modified Family of Power Transformations
title_full_unstemmed A Modified Family of Power Transformations
title_sort modified family of power transformations
publisher Institutional Knowledge at Singapore Management University
publishDate 2006
url https://ink.library.smu.edu.sg/soe_research/179
https://ink.library.smu.edu.sg/context/soe_research/article/1178/viewcontent/Modified_family_of_power_transformations_2006.pdf
_version_ 1770569058062696448

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