統計学輪講（第３６回）

日時      2010年01月19日(火)    15時～16時40分
場所      経済学部新棟３階第３教室
講演者    市村 英彦 (経済)
演題      Nonparametric Identification and Estimation of a Transformation Model

Authors:
Hidehiko Ichimura and Simon Lee

Abstract:
Nonparametric identification problem of the Box-Cox model
G(y) = m(x) + u
is studied and shown that G, m and the distribution of u is identified
except for location normalizations.  Estimators for the identified parameters
are given and their asymptotic properties are studied.