Estimation of a semiparametric transformation model: a novel approach based on least squares minimization

DOI10.1214/20-EJS1676zbMath1436.62135MaRDI QIDQ2293725

Benjamin Colling, Ingrid Van Keilegom

Publication date: 5 February 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1580871775

zbMATH Keywords

estimationasymptotic propertiessemiparametric regression\(L_2\)-distance minimizationparametric transformation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Tests for heteroskedasticity in transformation models ⋮ Specification testing in semi-parametric transformation models

Cites Work

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