Smoothed maximum score change-point estimation in binary response model

DOI10.1007/s10255-006-0339-yzbMath1104.62057OpenAlexW1994627026MaRDI QIDQ861419

Min Yuan, Yao-hua Wu, Lin Cheng Zhao

Publication date: 29 January 2007

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-0339-y

zbMATH Keywords

strong consistencymaximum score functionVapnis-ChervonenkoVC class

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric inference (62G99)

Related Items (1)

Inference of change-point in single index models

Cites Work

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• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Universal Donsker classes and metric entropy
• Some special Vapnik-Chervonenkis classes
• Maximum score estimation of the stochastic utility model of choice
• Change-point in the mean of dependent observations
• Semiparametric methods in econometrics
• Estimation in change-point hazard function models.
• Semiparametric analysis of binary response from response-based samples
• A Smoothed Maximum Score Estimator for the Binary Response Model
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities

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