4 papers
Estimation of the Transformation Function in Fully Nonparametric Transformation Models with Heteroscedasticity
Nick Kloodt
Completely nonparametric transformation models with heteroscedastic errors are considered. Despite their flexibility, such models have rarely been used so far, since estimators of…
Identification in a Fully Nonparametric Transformation Model with Heteroscedasticity
Nick Kloodt
The so far most general identification result in the context of nonparametric transformation models is proven. The result is constructive in the sense that it provides an explicit…
Specification testing in semi-parametric transformation models
Nick Kloodt, Natalie Neumeyer, Ingrid Van Keilegom
In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors ar…
Specification tests in semiparametric transformation models - a multiplier bootstrap approach
Nick Kloodt, Natalie Neumeyer
We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regressio…