Estimation of a semiparametric transformation model
نویسندگان
چکیده
منابع مشابه
Estimation of a Semiparametric Transformation Model
This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or multiplicative separability. We give results for the estimation of the transformation when the rest of the model is estimated nonor semi-parametrically and fulfills ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2008
ISSN: 0090-5364
DOI: 10.1214/009053607000000848