A non-parametric analysis of transformations
From MaRDI portal
Publication:1105942
DOI10.1016/0304-4076(87)90023-6zbMath0649.62037MaRDI QIDQ1105942
Publication date: 1987
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(87)90023-6
tables; integral equation; transformation model; strong consistency; effects of dimensions; joint confidence coefficient; quality of prior estimates
62G05: Nonparametric estimation
Related Items
Robust Box-Cox transformations based on minimum residual autocorrelation, Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution, On average derivative quantile regression, Semiparametric estimation of the Box-Cox transformation model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An extension of partial likelihood methods for proportional hazard models to general transformation models
- The Analysis of Transformed Data
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- An Analysis of Transformations Revisited
- On power transformations to symmetry
- Robust methods of estimation of regression coefficients1
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Estimates of Regression Parameters Based on Rank Tests
- Estimates of the Regression Coefficient Based on Kendall's Tau
- Nonparametric Estimate of Regression Coefficients
- A note on the selection of data transformations
- A NEW MEASURE OF RANK CORRELATION
- A Class of Statistics with Asymptotically Normal Distribution