{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,15]],"date-time":"2025-05-15T04:12:03Z","timestamp":1747282323116,"version":"3.40.5"},"reference-count":38,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2014,12,19]],"date-time":"2014-12-19T00:00:00Z","timestamp":1418947200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2016,4]]},"abstract":"<jats:p>This article is concerned with semiparametric estimation of a partially linear transformation model under conditional quantile restriction with no parametric restriction imposed either on the link functional form or on the error term distribution. We describe for the finite-dimensional parameter a<jats:inline-formula><jats:alternatives><jats:graphic xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" orientation=\"portrait\" mime-subtype=\"gif\" mimetype=\"image\" position=\"float\" xlink:type=\"simple\" xlink:href=\"S0266466614000887_inline1\"\/><jats:tex-math>$\\sqrt n$<\/jats:tex-math><\/jats:alternatives><\/jats:inline-formula>-consistent estimator which combines the features of Chen (2010)\u2019s maximum integrated score estimator as well as Lee (2003)\u2019s average quantile regression. We show the remaining two infinite-dimensional unknown functions in the model can be separately identified and propose estimators for these functions based on the marginal integration method. Furthermore, a simple approach is proposed to estimate the average partial quantile effect. Two important extensions, i.e., random censoring as well as estimating a transformation model with an endogenous regressor are also considered.<\/jats:p>","DOI":"10.1017\/s0266466614000887","type":"journal-article","created":{"date-parts":[[2014,12,19]],"date-time":"2014-12-19T13:30:19Z","timestamp":1418995819000},"page":"458-497","source":"Crossref","is-referenced-by-count":4,"title":["SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE 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