The variance of a rank estimator of transformation models

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 168-169

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note shows that the asymptotic variance of Chen’s [Chen, S., 2002. Rank estimation of transformation models. Econometrica 70 (4) 1683–1697] two-step estimator of the link function in a linear transformation model depends on the first-step estimator of the index coefficients.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:168-169
Journal Field
General
Author Count
1
Added to Database
2026-01-25