Seminar Notice
 
Statistical Laboratory
Iowa State University
 
DATE AND TIME: Monday, January 23, 2006, 4:10 p.m.
 
PLACE:  319 Snedecor
 
SPEAKER:  Ingrid Van Keilegom, Institut de Statistique, Université catholique de Louvain, Belgium
 
TITLE:   Estimation of a Semiparametric Transformation Model
 

ABSTRACT

 
We propose consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined structure. Special cases are searching for the transformation to yield an additive or a multiplicative nonparametric model. We do not focus on a particular non-parametric estimator, but give results for the estimation of the transformation when the rest of the model is estimated non- or semi-parametrically and fulfills some consistency conditions. For the estimation of the transformation parameter are proposed two methods: minimizing the mean squared distance from independence or maximizing a profiled likelihood function. First is discussed the problem of identification of such models. We then state results for a general class of nonparametric estimators. Finally we give some particular examples for nonparametric estimation of transformed separable models. The theoretical results as well as the small sample performance are studied by several simulation exercises.  This work is joint work with Oliver Linton and Stefan Sperlich.
 
COFFEE:  3:45 p.m., 104 Snedecor Hall
 
Seminar schedules and abstracts are available via WWW:  http://www.stat.iastate.edu/

Jeanette La Grange
Department of Statistics
102 Snedecor
Iowa State University
Ames, IA  50010-1210
515 294-3440 (office)
515 294-4040 (fax)
http://www.stat.iastate.edu/directory/staff/jeanette.html