Rank Estimation of Transformation Models
From MaRDI portal
Publication:5475006
DOI10.1111/1468-0262.00347zbMath1101.62020OpenAlexW2003896776MaRDI QIDQ5475006
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00347
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
Related Items (44)
Smoothed rank correlation of the linear transformation regression model ⋮ Semiparametric estimation of a Box-Cox transformation model with varying coefficients model ⋮ RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS ⋮ Partial rank estimation of duration models with general forms of censoring ⋮ DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING ⋮ Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ REGULAR VARIATION AND THE IDENTIFICATION OF GENERALIZED ACCELERATED FAILURE-TIME MODELS ⋮ AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS ⋮ Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity ⋮ Semi-parametric estimation for the Box-Cox transformation model with partially linear structure ⋮ Semiparametric Regression Analysis of Longitudinal Skewed Data ⋮ The variance of a rank estimator of transformation models ⋮ \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Developing and evaluating risk prediction models with panel current status data ⋮ Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ The nonparametric Box-Cox model for high-dimensional regression analysis ⋮ LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS ⋮ A semiparametric 2-part mixed-effects heteroscedastic transformation model for correlated right-skewed semicontinuous data ⋮ Statistical inference on transformation models: a self-induced smoothing approach ⋮ Rank estimation of partially linear index models ⋮ Optimal estimation of slope vector in high-dimensional linear transformation models ⋮ A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes ⋮ Semiparametric competing risks analysis ⋮ Difference-based estimation for error variances in repeated measurement regression models ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ A modified family of power transformations ⋮ Estimation for double-nonlinear cointegration ⋮ Maximum likelihood estimation in transformed linear regression with nonnormal errors ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models ⋮ A partially linear single‐index transformation model and its nonparametric estimation ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE ⋮ Resampling-based efficient shrinkage method for non-smooth minimands ⋮ Asymptotics and bootstrap for random-effects panel data transformation models ⋮ Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses ⋮ A spatial autoregressive model with a nonlinear transformation of the dependent variable ⋮ A simple test of completeness in a class of nonparametric specification ⋮ Generalized accelerated failure time model with censored data from case-cohort studies ⋮ Nonparametric identification and estimation of transformation models
This page was built for publication: Rank Estimation of Transformation Models
