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- W2964013558 abstract "This paper deals with a general class of transformation models that contains many important semiparametric regression models as special cases. It develops a self-induced smoothing for the maximum rank correlation estimator, resulting in simultaneous point and variance estimation. The self-induced smoothing does not require bandwidth selection, yet provides the right amount of smoothness so that the estimator is asymptotically normal with mean zero (unbiased) and variance–covariance matrix consistently estimated by the usual sandwich-type estimator. An iterative algorithm is given for the variance estimation and shown to numerically converge to a consistent limiting variance estimator. The approach is applied to a data set involving survival times of primary biliary cirrhosis patients. Simulation results are reported, showing that the new method performs well under a variety of scenarios." @default.
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- W2964013558 date "2018-01-17" @default.
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- W2964013558 title "Statistical inference on transformation models: a self-induced smoothing approach" @default.
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- W2964013558 doi "https://doi.org/10.1080/10485252.2018.1424334" @default.
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