论文标题
在具有异质性的完全非参数转换模型中的转换函数的估计
Estimation of the Transformation Function in Fully Nonparametric Transformation Models with Heteroscedasticity
论文作者
论文摘要
考虑了具有异性误差的完全非参数转换模型。 Despite their flexibility, such models have rarely been used so far, since estimators of the model components have been missing and even identification of such models has not been clear until very recently. Kloodt（2020）的结果用于在这些模型中构建转换函数的前两个估计量。 While the first estimator converges to the true transformation function at a parametric rate, the second estimator can be obtained by an explicit formula and is less computationally demanding.最后，仿真研究之后是一些结论性的评论。假设和证明可以在附录中找到。
Completely nonparametric transformation models with heteroscedastic errors are considered. Despite their flexibility, such models have rarely been used so far, since estimators of the model components have been missing and even identification of such models has not been clear until very recently. The results of Kloodt (2020) are used to construct the first two estimators of the transformation function in these models. While the first estimator converges to the true transformation function at a parametric rate, the second estimator can be obtained by an explicit formula and is less computationally demanding. Finally, a simulation study is followed by some concluding remarks. Assumptions and proofs can be found in the appendix.
