Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model
针对变换双侧回归模型，提出一种非参数估计方法，允许一般光滑单调变换，并讨论其渐近性质，适用于已确定中位数响应与自变量关系的情形。
Abstract The transform-both-sides (TBS) regression model developed by Carroll and Ruppert is applicable when the relationship between the median response and the independent variables has been identified. Several different families of transformations, such as the Box-Cox power family, have been considered in the parametric approach to this model. In this article, we propose a nonparametric estimator of the transformation in the TBS model allowing general smooth monotonic transformations. Asymptotic properties of this estimator are discussed.