RANK ESTIMATION OF TRANSFORMATION MODELS

107 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A Modified Family of Power Transformations (2006, methodology): “…of the Box-Cox method in economics include, among others, Zarembka (1968), White (1972), Leech (1975), Granger and Newbold (1976), Collins (1991), Higgins and Bera (1992), Buchinsky (1995), Hentschel (1995), Kim and Hill (1995), Machado and Mata (2000), Chen (2002), Yang and Abeysinghe (2002).”
Partial rank estimation of duration models with general forms of censoring (2007, unknown): “For one, it would be useful to construct an estimator for the function Tð Þ based on y0i; y1i that modifies the rank estimator of Tð Þ in Chen (2002) to allow for covariatedependent censoring.”
Using quantile regression for duration analysis (2006, methodology): “Horowitz (1996) and Chen (2002) suggest nonparametric estimators for the transformation h(.) given estimates of the unknown coefficients 9Silverman (1986, section 2.10) discusses further alternatives for this problem.”
Nonparametric identification and estimation of transformation models (2015, background): “Also let Λrc(X ) ≡ {g ∈ Λr(X ) : ||g||Λr ≤ c} be a Hölder ball (of radius c) of functions with smoothness r as introduced in Blundell, Chen, and Kristensen (2007).”