Abstract
In this paper, we propose the likelihood inference under the general response transformation model with heteroscedastic errors when the range of the response transformation is possibly different from the whole real line. Three commonly used families of response transformations are reviewed to illustrate the importance and applicability of the proposed model.
| Original language | English |
|---|---|
| Pages (from-to) | 261-273 |
| Number of pages | 13 |
| Journal | Taiwanese Journal of Mathematics |
| Volume | 7 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1 Jan 2003 |
Keywords
- Folded power transformation
- Heteroscedasticity
- Likelihood inference
- Modulus power transformation
- Power transformation
- Response transformation