Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Heteroscedastic semiparametric transformation models: estimation and
  testing for validity   In this paper we consider a heteroscedastic transformation model, where the
transformation belongs to a parametric family of monotone transformations, the
regression and variance function are modelled nonparametrically and the error
is independent of the multidimensional covariates. In this model, we first
consider the estimation of the unknown components of the model, namely the
transformation parameter, regression and variance function and the distribution
of the error. We show the asymptotic normality of the proposed estimators.
Second, we propose tests for the validity of the model, and establish the
limiting distribution of the test statistics under the null hypothesis. A
bootstrap procedure is proposed to approximate the critical values of the
tests. Finally, we carry out a simulation study to verify the small sample
behavior of the proposed estimators and tests.

28
The categories of this paper are: alg-geom
15
The categories of this paper are: nucl-ex
37
The categories of this paper are: supr-con
27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
8
The categories of this paper are: hep-ex
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol