Local Rank Estimation Of Transformation Models With Functional Coefficients
This paper considers a nonparametric functional coefficient model with an unknown link function. The model gives flexibility to the standard interaction-variable model by allowing an arbitrary functional form of heterogeneous marginal effects. A local rank estimation procedure is proposed for the functional coefficients along with its asymptotic property.
Volume (Year): 26 (2010)
Issue (Month): 06 (December)
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