Heteroscedastic semiparametric transformation models: estimation and testing for validity

Neumeyer, Natalie;Noh, Hohsuk;Van Keilegom, Ingrid
(2014)

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  • Neumeyer, NatalieUniversity of Hamburg, Germany
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  • Noh, HohsukUCLouvain
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  • Van Keilegom, IngridUCLouvain
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Neumeyer, N., Noh, H., & Van Keilegom, I. (2014). Heteroscedastic semiparametric transformation models: estimation and testing for validity (ISBA Discussion Paper 2014/47). https://hdl.handle.net/2078.5/268373