The variance of a rank estimator of transformation models
type: Item
instance of: scholarly article
title: The variance of a rank estimator of transformation models
zbMATH Open document ID: 1255.62091
author: Koen Jochmans
published in: Economics Letters
publication date: 2012-12-27T00:00:00Z
full work available at URL: influence8.pdf
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6118370
zbMATH Keywords: influence function
zbMATH Keywords: transformation model
zbMATH Keywords: two-step estimator
MaRDI profile type: Publication
OpenAlex ID: W3122439511
cites work: RANK ESTIMATORS FOR A TRANSFORMATION MODEL
cites work: Rank Estimation of Transformation Models
cites work: The Limiting Distribution of the Maximum Rank Correlation Estimator
DOI: 10.1016/J.ECONLET.2012.05.001
description: scientific article; zbMATH DE number 6118370