Semiparametric estimation of the Box-Cox transformation model

DOI10.1111/J.1368-423X.2008.00255.XMaRDI QIDQ3548522zbMATH OpenFDO

Authors Youngki Shin

Publication date 15 December 2008

Published in Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

Box-Cox transformationminimum distance estimationcovariate dependent censoring

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
• A non-parametric analysis of transformations
• An Analysis of Transformations Revisited
• Approximation Theorems of Mathematical Statistics
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Inference on endogenously censored regression models using conditional moment inequalities
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• RANK ESTIMATORS FOR A TRANSFORMATION MODEL
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Simulation and the Asymptotics of Optimization Estimators

Cited in

(15)

• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Estimation of the error density in a semiparametric transformation model
• Global identification of the semiparametric Box-Cox model
• Rescaled methods-of-moments estimation for the Box-Cox regression model
• Inference for general parametric functions in box-Cox-type transformation models
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
• Semi-parametric estimation for the Box-Cox transformation model with partially linear structure
• Testing the semiparametric Box-Cox model with the bootstrap
• Asymptotics and bootstrap for random-effects panel data transformation models
• Estimating the error distribution in semiparametric transformation models
• Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
• Distribution-free estimation of the Box-Cox regression model with censoring
• New test statistics for hypothesis testing of parameters in conditional moment restriction models
• Semiparametric Box–Cox power transformation models for censored survival observations
• Oracle estimation of parametric transformation models

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