4.5 Article

A likelihood analysis of quantile-matching transformations

Journal

BIOMETRIKA
Volume 108, Issue 1, Pages 247-251

Publisher

OXFORD UNIV PRESS
DOI: 10.1093/biomet/asaa048

Keywords

Box-Cox transformation; Likelihood ratio; Rank regression

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Quantile matching is a method that maps observed response values to quantiles of a target distribution, while a profile likelihood-based criterion is developed for comparing different target distributions in a linear model framework.
Quantile matching is a strictly monotone transformation that sends the observed response values to the quantiles of a given target distribution. A profile likelihood-based criterion is developed for comparing one target distribution with another in a linear-model setting.

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