Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
不假定参数化误差分布的 Box–Cox 变换模型估计
Box and Cox proposed a power transformation for the response variable that yields a linear regression model with normal error and constant variance. Inference procedures for the regression coefficients and transformation parameter under this model setting have been studied extensively. In this article we propose a simple semiparametric estimation method for the Box–Cox transformation model with no specific parametric assumption on the distribution of the error term. The…