The variance of a rank estimator of transformation models

DOI10.1016/j.econlet.2012.05.001zbMath1255.62091OpenAlexW3122439511MaRDI QIDQ1925877

Koen Jochmans

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://spire.sciencespo.fr/hdl:/2441/7nu0cp0n9onjmd89j2a48543o/resources/influence8.pdf

zbMATH Keywords

influence functiontransformation modeltwo-step estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

Cites Work

• RANK ESTIMATORS FOR A TRANSFORMATION MODEL
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Rank Estimation of Transformation Models

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