Exact computation of maximum rank correlation estimator

DOI10.1093/ECTJ/UTAB013MaRDI QIDQ5083293zbMATH OpenOpenAlexFDO

Authors Youngki Shin, Zvezdomir Todorov

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.03844

zbMATH Keywords

finite sample propertymaximum rank correlationmixed integer programmingU-process

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• Linearized maximum rank correlation estimation when covariates are functional
• LASSO regularization for censored regression and high-dimensional predictors
• Estimating high dimensional monotone index models by iterative convex optimization
• Robust angle-based transfer learning in high dimensions
• Model selection for varying coefficient nonparametric transformation model

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