Probability inequalities in multivariate distributions

DOI10.1080/07474939908800352MaRDI QIDQ4935452zbMATH OpenOpenAlexFDO

Authors Myoung-jae Lee

Publication date 13 June 2000

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939908800352

zbMATH Keywords

binary responseendogenous dummy variableorthant dependencequadrant correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A central limit theorem for generalized quadratic forms
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• Bootstrapping a consistent nonparametric goodness-of-fit test
• Comparing nonparametric versus parametric regression fits
• Convergence of stochastic processes
• Dummy Endogenous Variables in a Simultaneous Equation System
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 131054 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 895432 (Why is no real title available?)
• Nonparametric Regression Analysis of Longitudinal Data
• Robust Statistics
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

Cited in

(4)

• Estimating a generalized correlation coefficient for a generalized bivariate probit model
• Non-parametric confidence intervals for covariance and correlation
• Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems
• Multilevel and nonlinear panel data models

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