Rank estimators for monotonic index models

DOI10.1016/S0304-4076(97)00090-0zbMath0952.62105MaRDI QIDQ1298455

Christopher Cavanagh, Robert P. Sherman

Publication date: 25 October 1999

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

zbMATH Keywords

computational efficiency; U-processes; rank estimators; categorical explanatory variables; models with multiple indices; semiparametric monotonic linear index models

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G99: Nonparametric inference

Related Items

Asynergistic Regression Based on Maximized Rank Correlation, Two-stage rank estimation of quantile index models, Large computation of the maximum rank correlation estimator, Misclassification of the dependent variable in a discrete-response setting, Rank estimation of a location parameter in the binary choice model, Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable, 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*

Cites Work

• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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• Approximation Theorems of Mathematical Statistics
• Simulation and the Asymptotics of Optimization Estimators
• Shadow Prices, Market Wages, and Labor Supply
• An Efficient Semiparametric Estimator for Binary Response Models
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• A NEW MEASURE OF RANK CORRELATION
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