Local rank estimation of transformation models with functional coefficients
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Publication:2995422
DOI10.1017/S026646660999079XzbMATH Open1230.62056MaRDI QIDQ2995422FDOQ2995422
Publication date: 21 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Generalized Partially Linear Single-Index Models
- Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
- The Survival of Newly Founded Firms: A Case-Study into Varying-Coefficient Models
- A Class of Statistics with Asymptotically Normal Distribution
- Rank Estimation of Transformation Models
- Rank estimators for monotonic index models
- Spatial Modeling With Spatially Varying Coefficient Processes
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- Shift Restrictions and Semiparametric Estimation in Ordered Response Models
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Partial rank estimation of duration models with general forms of censoring
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Large computation of the maximum rank correlation estimator
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
Cited In (7)
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
- Rank method for partial functional linear regression models
- Robust distributed estimation and variable selection for massive datasets via rank regression
- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Rank estimation of partially linear index models
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