Consistency and Asymptotic Distribution of Regression Estimators from the Inverted Plot Q-Q
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A simple graphic, the "inverted q-q plot," enables visualization of the monotonic function that transforms data to a desired target distribution. An important special case is use of the Box-Cox family to transform data to a normal distribution. This graphic can be used to develop novel estimates of parameters in a transformation. We describe here the asymptotic properties of these parameter estimates.
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