Box–Cox transformations and heavy-tailed distributions
2004 ◽
Vol 41
(A)
◽
pp. 213-227
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Keyword(s):
It is a stylized fact that estimators in extreme-value theory suffer from serious bias. Moreover, graphical representations of extremal data often show erratic behaviour. In the statistical literature it is advised to use a Box–Cox transformation in order to make data more suitable for statistical analysis. We provide some of the theoretical background to see the effect of such transformations and to investigate under what circumstances they might be helpful.
2004 ◽
Vol 41
(A)
◽
pp. 213-227
◽
2008 ◽
Vol 118
(4)
◽
pp. 560-584
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Keyword(s):
2005 ◽
Vol 23
(5)
◽
pp. 375-403
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2019 ◽
Vol 42
(2)
◽
pp. 143-166
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2015 ◽
Vol 53
(16)
◽
pp. 4979-4992
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Keyword(s):
Keyword(s):
2010 ◽
Vol 2010
◽
pp. 1-34
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2015 ◽
Vol 15
(2)
◽
pp. 105
Keyword(s):