Maximum likelihood estimation in transformed linear regression with nonnormal errors

DOI10.1214/18-AOS1726zbMath1421.62022OpenAlexW2946284903WikidataQ127815395 ScholiaQ127815395MaRDI QIDQ2313272

Ding-jiao Cai, Jianguo Sun, Kani Chen, Xing-wei Tong, Fu Qing Gao

Publication date: 18 July 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1558425633

zbMATH Keywords

maximum likelihood estimationlinear transformation model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12)

Related Items (2)

Genetic pleiotropy test by quasi \(p\)-value with application to typhoon data in China ⋮ Maximum likelihood estimation in transformed linear regression with nonnormal errors

Cites Work

• Unnamed Item
• Unnamed Item
• Partial rank estimation of duration models with general forms of censoring
• An extension of partial likelihood methods for proportional hazard models to general transformation models
• A non-parametric analysis of transformations
• Consistency in a proportional hazards model incorporating a random effect
• Efficient estimation of the partly linear additive Cox model
• Asymptotic theory for the frailty model
• Weak convergence and empirical processes. With applications to statistics
• Maximum likelihood estimation in transformed linear regression with nonnormal errors
• Penalized log-likelihood estimation for partly linear transformation models with current status data
• Varying coefficient transformation models with censored data
• Efficient estimation of semiparametric transformation models for counting processes
• Analysis of transformation models with censored data
• Asymptotic Statistics
• Miscellanea. On the linear transformation model for censored data
• Semiparametric analysis of transformation models with censored data
• On Profile Likelihood
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Maximum Likelihood Estimation in Semiparametric Regression Models with Censored Data
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Efficient Semiparametric Estimation of Short‐Term and Long‐Term Hazard Ratios with Right‐Censored Data
• Rank Estimation of Transformation Models

This page was built for publication: Maximum likelihood estimation in transformed linear regression with nonnormal errors