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• W2912008777 abstract "We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit of the regression function and for significance of covariables, which - in contrast to procedures from the literature - are asymptotically not influenced by the pre-estimation of the transformation. The test statistics are asymptotically pivotal and have the same asymptotic distribution as in regression models without transformation. We show validity of a multiplier bootstrap procedure which is easier to implement and much less computationally demanding than bootstrap procedures based on the transformation model. In a simulation study we demonstrate the superior performance of the procedure in comparison with the competitors from the literature." @default.
• W2912008777 created "2019-02-21" @default.
• W2912008777 creator A5000391735 @default.
• W2912008777 creator A5061100119 @default.
• W2912008777 date "2017-09-20" @default.
• W2912008777 modified "2023-09-27" @default.
• W2912008777 title "Specification tests in semiparametric transformation models - a multiplier bootstrap approach" @default.
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• W2912008777 hasPublicationYear "2017" @default.
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