{"id":4272,"date":"2011-11-15T09:00:00","date_gmt":"2011-11-15T08:00:00","guid":{"rendered":"http:\/\/sidor.webs5.uvigo.es\/sem-20111115\/"},"modified":"2011-11-15T09:00:00","modified_gmt":"2011-11-15T08:00:00","slug":"sem-20111115","status":"publish","type":"post","link":"https:\/\/sidor.uvigo.es\/en\/sem-20111115\/","title":{"rendered":"2011\/11\/15_C\u00e9dric Heuchenne (Univesity of Li\u00e9ge and Universit\u00e9 Catholique de Louvain)"},"content":{"rendered":"<div class=\"col-xs-12 xsa col-sm-12 col-md-12 col-lg-12\">\n<div class=\"panel panel-default\">\n<div class=\"panel-body\">\n<h4>November 15<sup>th<\/sup> 2011<\/h4>\n<p><b>Faculty of Economic and Business Sciences | Seminar 273<\/b><\/p>\n<\/p><\/div>\n<\/p><\/div>\n<h3>Estimation of the error distribution in a semiparametric transformation model<\/h3>\n<hr class=\"hr\" \/>\n<p>2011\/11\/15 &#8211; 12:30 h | C\u00e9dric Heuchenne, University of Li\u00e9ge and Universit\u00e9 Catholique de Louvain.<\/p>\n<p> <\/p>\n<p><b>Abstract<\/b><\/p>\n<p>In this paper, we consider the semiparametric transformation model \\Lambda_{\\theta_0}(Y) = m(X) + u, where \\theta_0 is an unknown finite dimensional parameter, the function m(.) = E[ \\Lambda_{\\theta_0}(Y ) \/ X =. ] is smooth but otherwise unknown, and the covariate X is independent of the error u. Estimators for the density and the cumulative distribution functions of u are investigated and their convergence properties are proved.<\/p>\n<p>The proposed estimators depend on a profile likelihood estimator of \\theta_0 and a nonparametric kernel estimator of m. We also evaluate the practical performance of our estimators in a simulation study for several models and sample sizes.<\/p>\n<p>Joint work with Rawane Samb and Ingrid van Keilegom.<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"<p>November 15th 2011 Faculty of Economic and Business Sciences | Seminar 273 Estimation of the error distribution in a semiparametric transformation model 2011\/11\/15 &#8211; 12:30 &hellip; <a class=\"excerpt_more\" href=\"https:\/\/sidor.uvigo.es\/en\/sem-20111115\/\">Continued<\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[101],"tags":[],"class_list":["post-4272","post","type-post","status-publish","format-standard","hentry","category-seminars"],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4272\/"}],"collection":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/"}],"about":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/types\/post\/"}],"author":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/users\/2\/"}],"replies":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/comments\/?post=4272"}],"version-history":[{"count":0,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4272\/revisions\/"}],"wp:attachment":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/media\/?parent=4272"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/categories\/?post=4272"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/tags\/?post=4272"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}