The smoothed maximum score estimator of the coefficient vector of a binary response model is consistent and, after centering and suitable normalization, asymptotically normally distributed under weak assumptions [5]. Its rate of convergence in probability is <italic>N</italic>⁻, where <italic>h</italic> ≥ 2 is an integer...

Quantile and semiparametric <italic>M</italic> estimation are methods for estimating a censored linear regression model without assuming that the distribution of the random component of the model belongs to a known parametric family. Both methods require estimating derivatives of the unknown cumulative...

This paper describes an estimator of the additive components of a nonparametric additive model with an unknown link function. When the additive components and link function are twice differentiable with sufficiently smooth second derivatives, the estimator is asymptotically normally distributed...

Positive definiteness of income effect matrices provides a sufficient condition for the <italic>law of demand</italic> to hold. Given cross section household expenditure data, empirical evidence for the law of demand can be obtained by estimating such matrices. Härdle, Hildenbrand, and Jerison used the...