Large computation of the maximum rank correlation estimator

DOI10.1016/S0165-1765(98)00255-9MaRDI QIDQ1285734zbMATH OpenOpenAlexFDO

Authors Jason Abrevaya

Publication date 28 April 1999

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(98)00255-9

zbMATH Keywords

rank estimationbinary search tree

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 3449757 (Why is no real title available?)
• A NEW MEASURE OF RANK CORRELATION
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Rank estimators for monotonic index models
• The Limiting Distribution of the Maximum Rank Correlation Estimator

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(18)

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• Rank correlation estimators and their limiting distributions
• Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
• Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Estimation of a transformation model with truncation, interval observation and time-varying covariates
• A network approach to compute hypervolume under receiver operating characteristic manifold for multi-class biomarkers
• Estimating a semi-parametric duration model without specifying heterogeneity
• A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
• A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
• An optimized feature selection technique based on bivariate copulas ``GBCFS
• Combining multiple markers for multi-category classification: an ROC surface approach
• Linearized maximum rank correlation estimation when covariates are functional
• A formal and empirical analysis of the fuzzy gamma rank correlation coefficient
• Local rank estimation of transformation models with functional coefficients

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