Abstract
We consider the density ratio model which specifies a linear parametric function of the log-likelihood ratio of two densities without assuming any specific form about them and has been found useful for semiparametric comparison of two samples. We study the Box-Cox family of transformations in the context of the density ratio model to suggest a data driven method for identification of the model’s true parametric part. The methodology is illustrated by a real data example.
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© 2003 Springer-Verlag Berlin Heidelberg
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Fokianos, K. (2003). Box—Cox Transformation for Semiparametric Comparison of Two Samples. In: Haitovsky, Y., Ritov, Y., Lerche, H.R. (eds) Foundations of Statistical Inference. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57410-8_12
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DOI: https://doi.org/10.1007/978-3-642-57410-8_12
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0047-0
Online ISBN: 978-3-642-57410-8
eBook Packages: Springer Book Archive