Identification in a fully nonparametric transformation model with heteroscedasticity
نویسندگان
چکیده
Abstract An identification result for nonparametrically transformed location scale models is proven. The constructive in the sense that it provides an explicit expression of transformation function.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.109018