Specification testing for transformation models with an application to generalized accelerated failure-time models
From MaRDI portal
(Redirected from Publication:473348)
Recommendations
- Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
- Specification testing in semi-parametric transformation models
- Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
- Testing the adequacy of semiparametric transformation models
Cites work
- scientific article; zbMATH DE number 7578244 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Asymptotic Theory of Integrated Conditional Moment Tests
- Comparing nonparametric versus parametric regression fits
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Econometric Methods for the Duration of Unemployment
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Generalized likelihood ratio statistics and Wilks phenomenon
- Identification and estimation of triangular simultaneous equations models without additivity
- Identification and nonparametric estimation of a transformed additively separable model
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Microeconometrics
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric Inferences for Additive Models
- Nonparametric estimation of an additive model with a link function
- Nonparametric estimation of distributions with categorical and continuous data
- Nonparametric identification and estimation of transformation models
- Nonparametric specification tests for conditional duration models
- Oracle-efficient nonparametric estimation of an additive model with an unknown link function
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Subsampling
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Testing for monotonicity in unobservables under unconfoundedness
- Testing for separability in structural equations
- The Econometrics of Ultra-high-frequency Data
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(11)- Specification testing in nonparametric instrumental quantile regression
- Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
- A test of the selection on observables assumption using a discontinuously distributed covariate
- Specification testing in semi-parametric transformation models
- Specification testing in random coefficient models
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Estimation for double-nonlinear cointegration
- Testing for monotonicity in unobservables under unconfoundedness
- Nonparametric identification and estimation of transformation models
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Non-separable models with high-dimensional data
This page was built for publication: Specification testing for transformation models with an application to generalized accelerated failure-time models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q473348)
