Maximum score change-point estimation in binary response model

DOI10.1007/S11424-006-0386-8MaRDI QIDQ882523zbMATH OpenOpenAlexFDO

Authors Chaofeng Kou, Lincheng Zhao, Yaohua Wu

Publication date 24 May 2007

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-006-0386-8

zbMATH Keywords

binary response modelmaximum score estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• An inequality concerning the deviation between theoretical and empirical distributions
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Maximum score estimation of the stochastic utility model of choice
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Some special Vapnik-Chervonenkis classes
• Universal Donsker classes and metric entropy

Cited in

(4)

• Inference of change-point in single index models
• Applications of binary segmentation to the estimation of quantal response curves and spatial intensity
• A note on change point estimation in dose-response trials
• Smoothed maximum score change-point estimation in binary response model

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