Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

DOI10.1016/0304-4076(85)90009-0zbMath0567.62096OpenAlexW2116039321MaRDI QIDQ1059977

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90009-0

zbMATH Keywords

semiparametric model Identification strong consistency least absolute deviations estimation median regression discrete response infinite support conditions maximum score estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Linear inference, regression (62J99)

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