Identification in a Fully Nonparametric Transformation Model with Heteroscedasticity
Statistics Theory
2020-03-13 v1 Statistics Theory
Abstract
The so far most general identification result in the context of nonparametric transformation models is proven. The result is constructive in the sense that it provides an explicit expression of the transformation function.
Cite
@article{arxiv.2003.05683,
title = {Identification in a Fully Nonparametric Transformation Model with Heteroscedasticity},
author = {Nick Kloodt},
journal= {arXiv preprint arXiv:2003.05683},
year = {2020}
}