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Semiparametric transformation models 145<br />

a simpler form of this equation. Define estimates<br />

cnθ(t) =<br />

bnθ(t) =<br />

Cnθ(du) =<br />

� t<br />

0<br />

� t<br />

0<br />

� t<br />

0<br />

˜Pnθ(u, t) = exp[−<br />

˜Pnθ(0, u) −2 Cnθ(du),<br />

˜Pnθ(0, u) 2 Bnθ(du),<br />

S(Γnθ(u−), θ, u) −2 N.(du),<br />

� t<br />

u<br />

S ′ (Γθ(u−), θ, u)Cnθ(du)],<br />

and let Bnθ be the plug-in analogue of the formula (2.4). Let X∗ (1)

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