Verify the following differential equation, which applies to the Box??Cox transformation: Show that the limiting sequence for
Question:
Verify the following differential equation, which applies to the Box??Cox transformation:
Show that the limiting sequence for λ = 0 is these results can be used to great advantage in deriving the actual second derivatives of the log-likelihood function for the Box??Cox model.
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The proof can be done by mathematical induction For convenience denote the ith derivati...View the full answer
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