Specification tests in semiparametric transformation models --- a multiplier bootstrap approach

DOI10.1016/j.csda.2019.106908OpenAlexW2998113693MaRDI QIDQ2305305

Nick Kloodt, Natalie Neumeyer

Publication date: 10 March 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.06855

zbMATH Keywords

U-statisticsnonparametric regressionYeo-Johnson transformationmultiplier bootstraplack-of-fit testbox-Cox transformationsignificance of covariates

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Estimation of a semiparametric transformation model: a novel approach based on least squares minimization, Specification testing in semi-parametric transformation models

Uses Software

• R

Cites Work

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