Estimating the Residuals Distribution in Semiparametric Transformation Models

n/a

[1]  Wenceslao Gonz Alez-Manteiga ROC curves in nonparametric location-scale regression models , 2008 .

[2]  Holger Dette,et al.  Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data , 2009 .

[3]  Ingrid Van Keilegom,et al.  Estimating the error distribution in nonparametric multiple regression with applications to model testing , 2010, J. Multivar. Anal..

[4]  I. Keilegom,et al.  Semiparametric transformation model with endogeneity: a control function approach , 2011 .

[5]  E. Nadaraya On Estimating Regression , 1964 .

[6]  P. Bickel,et al.  An Analysis of Transformations Revisited , 1981 .

[7]  Ralf A. Wilke,et al.  Implementing Box–Cox Quantile Regression , 2009 .

[8]  Uwe Einmahl,et al.  Uniform in bandwidth consistency of kernel-type function estimators , 2005 .

[9]  I. Keilegom,et al.  Tests for Independence in Nonparametric Regression , 2006 .

[10]  M. Akritas,et al.  Non‐parametric Estimation of the Residual Distribution , 2001 .

[11]  H. Dette,et al.  Testing for symmetric error distribution in nonparametric regression models , 2003 .

[12]  D. Ruppert,et al.  Transformation and Weighting in Regression , 1988 .

[13]  I. Keilegom,et al.  Specification tests in nonparametric regression , 2008 .

[14]  Holger Dette,et al.  A new test for the parametric form of the variance function in non‐parametric regression , 2007 .

[15]  G. S. Watson,et al.  Smooth regression analysis , 1964 .

[16]  R. Bass,et al.  Review: P. Billingsley, Convergence of probability measures , 1971 .

[17]  J. Pardo-Fernández,et al.  A simple test for comparing regression curves versus one-sided alternatives , 2009 .

[18]  Natalie Neumeyer,et al.  Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals , 2009 .

[19]  D. Cox,et al.  An Analysis of Transformations , 1964 .

[20]  Wenceslao González-Manteiga,et al.  Testing for the equality of k regression curves , 2007 .

[21]  Léopold Simar,et al.  Frontier estimation in nonparametric location-scale models , 2014 .

[22]  Arnold Zellner,et al.  Generalized Production Functions , 1969 .

[23]  Cédric Heuchenne,et al.  Goodness-of-fit tests for the error distribution in nonparametric regression , 2010, Comput. Stat. Data Anal..

[24]  Anton Schick,et al.  Estimating linear functionals of the error distribution in nonparametric regression , 2004 .

[25]  R. Sakia The Box-Cox transformation technique: a review , 1992 .

[26]  Michael A. Stephens,et al.  Box‐Cox transformations in linear models: Large sample theory and tests of normality , 2002 .

[27]  Natalie Neumeyer,et al.  Testing independence in nonparametric regression , 2009, J. Multivar. Anal..

[28]  P. J. Green,et al.  Density Estimation for Statistics and Data Analysis , 1987 .

[29]  I. Keilegom,et al.  Estimation of a semiparametric transformation model , 2008, 0804.0719.