Rank estimators for monotonic index models

DOI10.1016/S0304-4076(97)00090-0zbMath0952.62105OpenAlexW2168334201MaRDI QIDQ1298455

Robert P. Sherman, Christopher Cavanagh

Publication date: 25 October 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00090-0

zbMATH Keywords

computational efficiency U-processes rank estimators categorical explanatory variables models with multiple indices semiparametric monotonic linear index models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric inference (62G99)

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