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Exact computation of maximum rank correlation estimator

Shin, Youngki; Todorov, Zvezdomir - 2021

Persistent link: https://www.econbiz.de/10012420967

Exact computation of maximum rank correlation estimator

Shin, Youngki; Todorov, Zvezdomir - In: The econometrics journal 24 (2021) 3, pp. 589-607

Persistent link: https://www.econbiz.de/10012620739

Testing for threshold effects in regression models

Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - 2010

estimation, maximum likelihood estimation, quantile regression, and maximum rank correlation estimation. We establish consistency …

Persistent link: https://www.econbiz.de/10010288368

Essays on the econometric theory of rank regressions

Subbotin, Viktor - Volkswirtschaftliche Fakultät, … - 2008

between the dependent and explanatory variables. Examples include the maximum rank correlation estimator (MRC) of Han [1987 …

Persistent link: https://www.econbiz.de/10005616974

Pairwise Comparison Estimation of Censored Transformation Models

Khan, Shakeeb; Tamer, Elie - University of Rochester - Center for Economic Research … - 2002

In this paper a pairwise comparison estimation procedure is proposed for the regression coefficients in a censored transformation model. The main advantage of the new estimator is that it can accommodate covariate dependent censoring without the requirement of smoothing parameters, trimming...

Persistent link: https://www.econbiz.de/10005200788

Nonparametric regression with current status data

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 49-72

Persistent link: https://www.econbiz.de/10005616137