Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable

DOI10.1016/S0304-4076(98)00040-2zbMath1041.62505OpenAlexW2525088583WikidataQ127846612 ScholiaQ127846612MaRDI QIDQ1298464

Joel L. Horowitz, Tue Gørgens

Publication date: 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00040-2

zbMATH Keywords

Proportional hazards modelKaplan-Meier estimatorEmpirical processSemiparametric estimationTransformation model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items

Semiparametric estimation of a panel data proportional hazards model with fixed effects, Partial rank estimation of duration models with general forms of censoring, An efficient nonparametric estimator for models with nonlinear dependence, Single index regression models in the presence of censoring depending on the covariates, Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity, \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models, Developing and evaluating risk prediction models with panel current status data, BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS, Statistical inference on transformation models: a self-induced smoothing approach, AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS, Two-stage rank estimation of quantile index models, Bayesian Proportional Hazard Analysis of the Timing of High School Dropout Decisions, Semiparametric estimation of censored transformation models, Semiparametric estimation of single‐index hazard functions without proportional hazards, TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

Cites Work

• Unnamed Item
• Unnamed Item
• U-processes: Rates of convergence
• Smooth optimum kernel estimators of densities, regression curves and modes
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Consistency in a proportional hazards model incorporating a random effect
• Asymptotic theory for the frailty model
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Simulation and the Asymptotics of Optimization Estimators
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• Root-N-Consistent Semiparametric Regression
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Semiparametric Estimation of Index Coefficients
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Convergence of stochastic processes