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Simple alternatives for Box–Cox transformations

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Abstract

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.

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Acknowledgments

The authors would like to thank the Editor and the referee for careful reading and for their comments which greatly improved the paper.

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Authors and Affiliations

  1. Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand

    Christopher S. Withers

  2. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

    Saralees Nadarajah

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  1. Christopher S. Withers
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  2. Saralees Nadarajah
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Correspondence to Saralees Nadarajah.

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Withers, C.S., Nadarajah, S. Simple alternatives for Box–Cox transformations. Metrika 77, 297–315 (2014). https://doi.org/10.1007/s00184-013-0438-8

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  • DOI: https://doi.org/10.1007/s00184-013-0438-8

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