LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS
研究带未知连接函数的非参数函数系数模型，提出局部秩估计方法并推导其渐近性质，适用于分析异质性边际效应的灵活建模。
This paper considers a nonparametric functional coefficient model with an unknown link function. The model gives flexibility to the standard interaction-variable model by allowing an arbitrary functional form of heterogeneous marginal effects. A local rank estimation procedure is proposed for the functional coefficients along with its asymptotic property.