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

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

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G05: Nonparametric estimation

62J99: Linear inference, regression

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