Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model

DOI10.1016/j.jeconom.2022.05.003zbMath1529.62059arXiv2103.13435OpenAlexW3139204637MaRDI QIDQ6108261

Baojiang Chen, Ao Yuan, Peng-Fei Li, Unnamed Author, Unnamed Author

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.13435

zbMATH Keywords

profile likelihoodpseudo-likelihoodM-estimationsemiparametric inferencelinear transformation modelpairwise rank likelihood

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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