On the Bootstrap of the Maximum Score Estimator
From MaRDI portal
Recommendations
- A consistent bootstrap procedure for the maximum score estimator
- The bootstrapped maximum likelihood estimator with an application
- scientific article; zbMATH DE number 147163
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- A score based approach to wild bootstrap inference
- scientific article; zbMATH DE number 4186892
- scientific article; zbMATH DE number 700505
Cited in
(61)- Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification
- Model based bootstrap methods for interval censored data
- A consistent bootstrap procedure for the maximum score estimator
- Moderate deviations and nonparametric inference for monotone functions
- Best subset binary prediction
- Nonparametric shape-restricted regression
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Bootstrap confidence intervals for isotonic estimators in a stereological problem
- The linear stochastic order and directed inference for multivariate ordered distributions
- Robust inference for threshold regression models
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Optimal linear discriminators for the discrete choice model in growing dimensions
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- The numerical bootstrap
- Quantile regression approach to conditional mode estimation
- Inference in semiparametric binary response models with interval data
- Structural-break models under mis-specification: implications for forecasting
- Semiparametric models with single-index nuisance parameters
- A general approach to categorizing a continuous scale according to an ordinal outcome
- An improved bootstrap test of stochastic dominance
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Trimmed mean isotonic regression
- A smoothed least squares estimator for threshold regression models
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Exact computation of max weighted score estimators
- Quantile regression models for current status data
- The bootstrap in threshold regression
- Bootstrapping a change-point Cox model for survival data
- A bootstrap method for structure detection of NARMAX models
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- General \(M\)-estimation and its bootstrap
- Confidence intervals for the current status model
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
- Binary quantile regression with local polynomial smoothing
- Bootstrap-based inference for cube root asymptotics
- Maximum score estimation with nonparametrically generated regressors
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand
- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
- INTEGRATED SCORE ESTIMATION
- On the bootstrap in cube root asymptotics
- Binary quantile regression and variable selection: a new approach
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- Discussion on: ``Bootstrap methods for dependent data: a review
- Proportional Hazards Model with a Change Point for Clustered Event Data
- Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes
- Isotonic regression discontinuity designs
- Change-point in stochastic design regression and the bootstrap
- Simple semiparametric estimation of ordered response models
- Characterization of the least squares estimator: mis-specified multivariate isotonic regression model with dependent errors
- Threshold Regression With a Threshold Boundary
- Confidence intervals in monotone regression
- Quantile approach to intertemporal consumption with multiple assets
- Semiparametric estimation of dynamic binary choice panel data models
- Finite sample inference for the maximum score estimand
- Optimal linear combination of biomarkers by weighted Youden index maximization
- Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
- Regret analysis in threshold policy design
- Continuity of the distribution function of the argmax of a Gaussian process
- Inconsistency of bootstrap: the Grenander estimator
This page was built for publication: On the Bootstrap of the Maximum Score Estimator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5393929)
