A Modified Box-Cox Transformation in the Multivariate ARMA Model

Box-Cox Transformation: An Overview Box-Cox Transformations: An Overview

A random effects meta-analysis model with Box-Cox transformation

BACKGROUND In a random effects meta-analysis model, true treatment effects for each study are routinely assumed to follow a normal distribution. However, normality is a restrictive assumption and the misspecification of the random effects distribution may result in a misleading estimate of overall mean for the treatment effect, an inappropriate quantification of heterogeneity across studies and...

Accelerated Life Testing Model Building with Box-cox Transformation

In accelerated life testing, the nominal life time is often related to stress levels by an acceleration equation. Three particular models that have been used frequently in the past are the power law model, the Arrhenius model and the Eyring model. In this paper we suggest choosing a model from a model family which includes the three particular models as special cases. This family is deened by a...

A new approach to the Box–Cox transformation

We propose a new methodology to estimate λ, the parameter of the Box–Cox transformation, as well as an alternative method to determine plausible values for it. The former is accomplished by defining a grid of values for λ and further perform a normality test on the λ-transformed data. The optimum value of λ, say ∗ λ , is such that the p-value from the normality test is the highest. The set of p...

Multivariate contemporaneous ARMA model with hydrological applications

In order to allow contemporaneous autoregressive moving average (CARMA) models to be properly applied to hydrological time series, important statistical properties of the CARMA family of models are developed. For calibrating the model parameters, efficient joint estimation procedures are investigated and compared to a set of uivariate estimation procedures. It is shown that joint estimation pro...