Heteroscedastic Transformation Models With Covariate Dependent Censoring

DOI10.1198/jbes.2009.07227zbMath1214.62034OpenAlexW2003630574MaRDI QIDQ5392683

Youngki Shin, Elie Tamer, Shakeeb Khan

Publication date: 13 April 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jbes.2009.07227

zbMATH Keywords

transformation modelrank estimationconditional heteroscedasticity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01) Monte Carlo methods (65C05)

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