Heteroscedastic semiparametric transformation models: estimation and testing for validity

DOI10.5705/ss.202014.0128zbMath1360.62189arXiv1411.0393OpenAlexW1653084690MaRDI QIDQ5739464

Ingrid Van Keilegom, Natalie Neumeyer, Hohsuk Noh

Publication date: 15 July 2016

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0393

zbMATH Keywords

bootstrapnonparametric regressionempirical distribution functionmodel specificationlocation-scale modellocal polynomial estimatorprofile likelihood estimatorempirical independence process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (13)

Computationally efficient approximations for independence tests in non-parametric regression ⋮ Tests for heteroskedasticity in transformation models ⋮ Goodness-of-fit tests in semiparametric transformation models using the integrated regression function ⋮ Identification in a fully nonparametric transformation model with heteroscedasticity ⋮ Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach ⋮ Testing the adequacy of semiparametric transformation models ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Tests for validity of the semiparametric heteroskedastic transformation model ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Specification tests in semiparametric transformation models --- a multiplier bootstrap approach ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

This page was built for publication: Heteroscedastic semiparametric transformation models: estimation and testing for validity