DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING
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Publication:2890709
DOI10.1017/S0266466611000703zbMath1239.91182MaRDI QIDQ2890709
Publication date: 11 June 2012
Published in: Econometric Theory (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE, Semiparametric estimation of a censored regression model with endogeneity
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