In this article we propose an inferential procedure for transformation models with conditional heteroscedasticity in the error terms. The proposed method is robust to covariate dependent censoring of arbitrary form. We provide sufficient conditions for point identification. We then propose an...

I consider a class of hazard models that satisfy a flexible monotone restriction. A rank estimation procedure can be applied to this class. The result sheds light on the extension of rank estimation methods to hazard models with time-varying covariates.