Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator

From MaRDI portal
Publication:1099547


DOI10.1016/0304-4076(87)90030-3zbMath0638.62063MaRDI QIDQ1099547

Aaron K. Han

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90030-3


62G05: Nonparametric estimation

62J02: General nonlinear regression


Related Items

Semiparametric estimation of censored transformation models, A Small-Sample Estimator for the Sample-Selection Model, AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS, Combining Multiple Markers for Classification Using ROC, Semiparametric estimation of single‐index hazard functions without proportional hazards, Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve, Two-stage rank estimation of quantile index models, Estimation of the binary response model using a mixture of distributions estimator (MOD), Properties of maximum likelihood estimates of the ratio of parameters in ordinal response regression models, Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator., Microeconometric models and anonymized micro data, Maximum score change-point estimation in binary response model, Semiparametric estimation of censored selection models with a nonparametric selection mechanism, Semiparametric least squares (SLS) and weighted SLS estimation of single-index models, Nonparametric identification and estimation of polychotomous choice models, On the computation of semiparametric estimates in limited dependent variable models, Large computation of the maximum rank correlation estimator, Rank regression for current-status data: Asymptotic normality, Rank estimators for monotonic index models, Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable, Distribution-free estimation of the random coefficient dummy endogenous variable model, Misclassification of the dependent variable in a discrete-response setting, Semiparametric maximum likelihood estimation of polychotomous and sequential choice models, Efficient estimation in conditional single-index regression, Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables, Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models, Rank estimation of a location parameter in the binary choice model, A nonparametric multiple choice method within the random utility framework, Linear regression with interval censored data, Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable, Nonparametric estimation of competing risks models with covariates, Bootstrap critical values for tests based on the smoothed maximum score estimator, Nonparametric regression with current status data, Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty, Rank regression for current status data, Rank estimation of a generalized fixed-effects regression model, Efficient estimation of binary choice models under symmetry, Response error in a transformation model with an application to earnings‐equation estimation*, Non-parametric regression for binary dependent variables, On the information content of partial observations, A multivariate version of kendall's τ



Cites Work