Estimation of the Error Density in a Semiparametric Transformation Model

Rawane Samb, Cédric Heuchenne, Ingrid Van Keilegom

Consider the semiparametric transformation model ${\Lambda }_{{\theta }_o}(Y)=m(X)+\epsilon$, where ${\theta }_o$ is an unknown finite dimensional parameter, the functions ${\Lambda }_{{\theta }_o}$ and $m$ are smooth, $\epsilon$ is ind…