Estimation of fully nonparametric transformation models
From MaRDI portal
Publication:2325392
DOI10.3150/19-BEJ1110zbMath1428.62141MaRDI QIDQ2325392
Benjamin Colling, Ingrid Van Keilegom
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1569398784
identificationasymptotic propertieskernel smoothingnonparametric regressionnonparametric transformation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (4)
Tests for heteroskedasticity in transformation models ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models
Cites Work
- Unnamed Item
- Unnamed Item
- A simple nonparametric estimator of a strictly monotone regression function
- An Alternative Family of Transformations
- Identification and nonparametric estimation of a transformed additively separable model
- Estimating the error distribution in semiparametric transformation models
- Weak convergence and empirical processes. With applications to statistics
- Estimation of the error density in a semiparametric transformation model
- Estimation of fully nonparametric transformation models
- Nonparametric identification and estimation of transformation models
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- Estimation of a semiparametric transformation model
- Goodness-of-fit tests in semiparametric transformation models
- A new family of power transformations to improve normality or symmetry
- Transforming the Dependent Variable in Regression Models
- Quantile and Probability Curves Without Crossing
- Estimating Optimal Transformations for Multiple Regression and Correlation
- An Analysis of Transformations Revisited
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Rank Estimation of Transformation Models
- Generalized Production Functions
- Heteroscedastic semiparametric transformation models: estimation and testing for validity
This page was built for publication: Estimation of fully nonparametric transformation models