Semi-parametric transformation boundary regression models

Link:
Autor/in:
Erscheinungsjahr:
2020
Medientyp:
Text
Schlagworte:
  • Box
  • Cox transformations
  • Frontier estimation
  • Minimum distance estimation
  • Local constant approximation
  • Boundary models
  • Nonparametric regression
  • Yeo-Johnson transformation
  • Johnson transformations
  • Boundary models
  • Box–Cox transformations
  • Frontier estimation
  • Local constant approximation
  • Minimum distance estimation
  • Nonparametric regression
  • Yeo–Johnson transformations
Beschreibung:
  • In the context of nonparametric regression models with one-sided errors, we consider parametric transformations of the response variable in order to obtain independence between the errors and the covariates. In view of estimating the transformation parameter, we use a minimum distance approach and show the uniform consistency of the estimator under mild conditions. The boundary curve, i.e., the regression function, is estimated applying a smoothed version of a local constant approximation for which we also prove the uniform consistency. We deal with both cases of random covariates and deterministic (fixed) design points. To highlight the applicability of the procedures and to demonstrate their performance, the small sample behavior is investigated in a simulation study using the so-called Yeo–Johnson transformations.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/8dfde0a3-3a86-4425-92fb-67177d5e50a8