Oracle estimation of parametric transformation models
نویسندگان
چکیده
منابع مشابه
The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models
This paper considers a semiparametric version of the transformation model φ(Y ) = β′ X + U under exogeneity or instrumental variables assumptions (E(U |X) = 0 or E(U |instruments ) = 0). This model is used as an example to illustrate the practice of the estimation by solving linear functional equations. This paper is specially focused on the data driven selection of the regularization parameter...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2016
ISSN: 1935-7524
DOI: 10.1214/15-ejs1083