On rank estimators in increasing dimensions

Y Fan, F Han, W Li, XH Zhou - Journal of Econometrics, 2020 - Elsevier
The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a
notable example, has been widely exploited in studying regression problems. For these …

Linearized maximum rank correlation estimation when covariates are functional

W Xu, X Zhang, H Liang - Journal of Multivariate Analysis, 2024 - Elsevier
This paper extends the linearized maximum rank correlation (LMRC) estimation proposed
by Shen et al.(2023) to the setting where the covariate is a function. However, this extension …

Pairwise-comparison estimation with non-parametric controls

K Jochmans - The Econometrics Journal, 2013 - academic.oup.com
The purpose of this paper is the presentation of distribution theory for generic estimators
based on the pairwise comparison of observations in problems where identification is …

Exact computation of maximum rank correlation estimator

Y Shin, Z Todorov - The Econometrics Journal, 2021 - academic.oup.com
In this paper we provide a computation algorithm to get a global solution for the maximum
rank correlation estimator using the mixed integer programming (MIP) approach. We …

Testing conditional mean independence under symmetry

T Chen, Y Ji, Y Zhou, P Zhu - Journal of Business & Economic …, 2018 - Taylor & Francis
Conditional mean independence (CMI) is one of the most widely used assumptions in the
treatment effect literature to achieve model identification. We propose a Kolmogorov …

Nonclassical Measurement Error in the Outcome Variable

C Breunig, S Martin - arXiv preprint arXiv:2009.12665, 2020 - arxiv.org
We study a semi-/nonparametric regression model with a general form of nonclassical
measurement error in the outcome variable. We show equivalence of this model to a …

Semiparametric estimation of partially linear transformation models under conditional quantile restriction

Z Zhang - Econometric Theory, 2016 - cambridge.org
This article is concerned with semiparametric estimation of a partially linear transformation
model under conditional quantile restriction with no parametric restriction imposed either on …

Semiparametric estimation of a Box-Cox transformation model with varying coefficients model

YY Ji, LM Wang, HH Zhang, YH Zhou - Science China Mathematics, 2017 - Springer
This paper considers the estimation of a Box-Cox transformation model with varying
coefficient. A two-step approach is proposed in which the first step estimates the varying …

[PDF][PDF] Adaptive estimation of high dimensional partially linear model

F Han, Z Ren, Y Zhu - arXiv preprint arXiv:1705.08930, 2017 - researchgate.net
Consider the partially linear model (PLM) with random design: Y= XTβ∗+ g (W)+ u, where g
(·) is an unknown real-valued function, X is p-dimensional, W is one-dimensional, and β∗ is …

Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function

Q Wang, X Wang - Canadian Journal of Statistics, 2018 - Wiley Online Library
Consider a censored heteroscedastic transformation regression model where both the
transformation function and the error distribution function are completely unknown. A method …