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The Use of Box-Cox Transformation Technique in Economic and Statistical Analyses
Box-Cox transformation functional forms model selection
2011/6/1
This paper provides an analytical review of the significant role of the Box-Cox transformation technique in a variety of statistical fields such as estimation, testing, inference and model selection. ...
We introduce a family of copulas which are locally piecewise uniform in the interior of the unit cube of any given dimension. Within that family,the simultaneous control of tail dependencies of all pr...