On the use of power transformations in CAViaR models

2019 ◽  
Vol 39 (2) ◽  
pp. 296-312
Author(s):  
Georgios Tsiotas
Keyword(s):  
Power Transformations

Exploratory Methods for Choosing Power Transformations

1982 ◽  
Vol 77 (377) ◽  
pp. 103-108 ◽  
Author(s):  
John D. Emerson ◽  
Michael A. Stoto
Keyword(s):  
Power Transformations

scholarly journals Optimal observables in galaxy surveys

2014 ◽  
Vol 10 (S306) ◽  
pp. 235-238
Author(s):  
Julien Carron ◽  
István Szapudi
Keyword(s):  
Large Scale ◽  
Density Field ◽  
Cosmological Perturbation ◽  
Sufficient Statistics ◽  
Galaxy Surveys ◽  
Cosmological Perturbation Theory ◽  
Large Scale Structures ◽  
The Family ◽  
Power Transformations ◽  
The One

AbstractThe sufficient statistics of the one-point probability density function of the dark matter density field is worked out using cosmological perturbation theory and tested to the Millennium simulation density field. The logarithmic transformation is recovered for spectral index close to -1 as a special case of the family of power transformations. We then discuss how these transforms should be modified in the case of noisy tracers of the field and focus on the case of Poisson sampling. This gives us optimal local transformations to apply to galaxy survey data prior the extraction of the spectrum in order to capture most efficiently the information encoded in large scale structures.

scholarly journals Analysis of contingency tables based on generalised median polish with power transformations and non-additive models

2013 ◽  
Vol 1 (1) ◽  
Author(s):  
Frank Klawonn ◽  
Balasubramaniam Jayaram ◽  
Katja Crull ◽  
Akiko Kukita ◽  
Frank Pessler
Keyword(s):  
Contingency Tables ◽  
Additive Models ◽  
Median Polish ◽  
Power Transformations

Stieltjes classes for moment-indeterminate probability distributions

2004 ◽  
Vol 41 (A) ◽  
pp. 281-294 ◽  
Author(s):  
Jordan Stoyanov
Keyword(s):  
Probability Distributions ◽  
Classical Problem ◽  
Inverse Gaussian ◽  
Positive Order ◽  
Power Transformations ◽  
Log Normal ◽  
Open Question ◽  
Indeterminate Probability ◽  
Index Of Dissimilarity ◽  
Finite Moments

Let F be a probability distribution function with density f. We assume that (a) F has finite moments of any integer positive order and (b) the classical problem of moments for F has a nonunique solution (F is M-indeterminate). Our goal is to describe a , where h is a ‘small' perturbation function. Such a class S consists of different distributions Fε (fε is the density of Fε) all sharing the same moments as those of F, thus illustrating the nonuniqueness of F, and of any Fε, in terms of the moments. Power transformations of distributions such as the normal, log-normal and exponential are considered and for them Stieltjes classes written explicitly. We define a characteristic of S called an index of dissimilarity and calculate its value in some cases. A new Stieltjes class involving a power of the normal distribution is presented. An open question about the inverse Gaussian distribution is formulated. Related topics are briefly discussed.

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