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math.ST2020
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…
math.ST2020
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…