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- W1551610462 abstract "The paper considers estimation of a model yi = D · F(x′iβ0, ui), where the composite transformation D · F is only specified that D: R → R is non-degenerate monotonic and F: R2 → R is strictly monotonic in each of its variables. The paper thus generalizes standard data analysis which assumes that the functional form of D · F is known and additive. The estimator which it proposes is the maximum rank correlation estimator which is non-parametric in the functional form of D · F and non-parametric in the distribution of the error terms, ui. The estimator is shown to be strongly consistent for the parameters β0 up to a scale coefficient." @default.
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- W1551610462 date "1987-07-01" @default.
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- W1551610462 title "Non-parametric analysis of a generalized regression model" @default.
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- W1551610462 doi "https://doi.org/10.1016/0304-4076(87)90030-3" @default.
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