Estimation of fully nonparametric transformation models
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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
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