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Estimation of the Error Density in a Semiparametric Transformation Model

Author

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  • Colling, Benjamin
  • Heuchenne, Cedric
  • Samb, Rawane
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • Colling, Benjamin & Heuchenne, Cedric & Samb, Rawane & Van Keilegom, Ingrid, 2015. "Estimation of the Error Density in a Semiparametric Transformation Model," LIDAM Reprints ISBA 2015002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2015002
    Note: In : Annals of the Institute of Statistical Mathematics, vol. 67, p. 1-18 (2015)
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    Cited by:

    1. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
    3. Vanhems, Anne & Van Keilegom, Ingrid, 2019. "Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity," Econometric Theory, Cambridge University Press, vol. 35(1), pages 73-110, February.
    4. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.
    5. Marie Hušková & Simos G. Meintanis & Charl Pretorius, 2022. "Tests for heteroskedasticity in transformation models," Statistical Papers, Springer, vol. 63(4), pages 1013-1049, August.
    6. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).

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