Rank estimation of partially linear index models

DOI10.1111/j.1368-423X.2011.00352.xzbMath1284.62410OpenAlexW1852960361MaRDI QIDQ4913917

Jason Abrevaya, Youngki Shin

Publication date: 17 April 2013

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00352.x

zbMATH Keywords

transformation modelpartially linear modelrank estimationaverage derivative

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (6)

Semiparametric estimation of a Box-Cox transformation model with varying coefficients model ⋮ Rank method for partial functional linear regression models ⋮ Nonparametric identification and estimation of sample selection models under symmetry ⋮ Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model ⋮ SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION ⋮ On rank estimators in increasing dimensions

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