DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING

DOI10.1017/S0266466611000703zbMath1239.91182MaRDI QIDQ2890709

Songnian Chen

Publication date: 11 June 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (5)

IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

Cites Work

• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Rank estimators for monotonic index models
• Pairwise difference estimators of censored and truncated regression models
• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
• Rank estimation of a location parameter in the binary choice model
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Rank estimation of a generalized fixed-effects regression model
• Rescaled methods-of-moments estimation for the Box-Cox regression model
• Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
• Simulation and the Asymptotics of Optimization Estimators
• Semiparametric Box–Cox power transformation models for censored survival observations
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Shift Restrictions and Semiparametric Estimation in Ordered Response Models
• Rank Estimation of Transformation Models
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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