scientific article; zbMATH DE number 1301722

MaRDI QIDQ4246935zbMATH OpenFDO

Authors Stephen Portnoy

Publication date 18 February 2001

zbMATH Keywords

simulationskernel estimatortail behaviorasymptotic convergencenull asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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(10)

• Non-standard rates of convergence of criterion-function-based set estimators for binary response models
• Root-\(n\) consistency of intercept estimators in a binary response model under tail restrictions
• A maximum score test for binary response models
• Maximum score change-point estimation in binary response model
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• Optimal linear discriminators for the discrete choice model in growing dimensions
• Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
• An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
• Smoothed quantile regression processes for binary response models
• A Smoothed Maximum Score Estimator for the Binary Response Model

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