Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
半参数变换模型中基于最大成对秩似然的推断
In this paper, we study the linear transformation model in the most general setup. This model includes many important and popular models in statistics and econometrics as special cases. Although it has been studied for many years, the methods in the literature are based on kernel-smoothing techniques or make use of only the ranks of the responses in the estimation of the parametric components. The former approach needs a tuning parameter, which is not easily optimally…