Identification in a fully nonparametric transformation model with heteroscedasticity

DOI10.1016/j.spl.2020.109018zbMath1461.62049arXiv2003.05683OpenAlexW3113201119MaRDI QIDQ2657993

Nick Kloodt

Publication date: 18 March 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.05683

zbMATH Keywords

nonparametric regressionmodel identificationtransformation modelslocation scale models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Semiparametric and nonparametric methods in econometrics
• Nonparametric identification and estimation of transformation models
• An Analysis of Transformations Revisited
• ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
• Non-Parametric Heteroscedastic Transformation Regression Models for Skewed Data With an Application to Health Care Costs
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Heteroscedastic Transformation Models With Covariate Dependent Censoring
• Generalized Production Functions
• Heteroscedastic semiparametric transformation models: estimation and testing for validity

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