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Local Rank Estimation Of Transformation Models With Functional Coefficients

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  • Shin, Youngki

Abstract

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.

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  • Shin, Youngki, 2010. "Local Rank Estimation Of Transformation Models With Functional Coefficients," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1807-1819, December.
    • Handle: RePEc:cup:etheor:v:26:y:2010:i:06:p:1807-1819_99
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    Cited by:

    1. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
    2. Jiaming Luan & Hongwei Wang & Kangning Wang & Benle Zhang, 2022. "Robust distributed estimation and variable selection for massive datasets via rank regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 435-450, June.

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