On rank estimators in increasing dimensions
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Publication:2294449
DOI10.1016/j.jeconom.2019.08.003zbMath1456.62142arXiv1908.05255OpenAlexW2970874955MaRDI QIDQ2294449
Wei Li, Yanqin Fan, Fang Han, Xiao-Hua Andrew Zhou
Publication date: 11 February 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.05255
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)
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