Estimating the error distribution in semiparametric transformation models
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Publication:888235
DOI10.1214/15-EJS1057zbMath1327.62257OpenAlexW2205941912MaRDI QIDQ888235
Rawane Samb, Cédric Heuchenne, Ingrid Van Keilegom
Publication date: 5 November 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1446124646
kernel smoothingsemiparametric regressiontransformation modelnonparametric regressionempirical distribution functionprofile likelihood estimator
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20)
Related Items (6)
Goodness-of-fit tests in semiparametric transformation models ⋮ Goodness-of-fit tests in semiparametric transformation models using the integrated regression function ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models
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