Binary quantile regression with local polynomial smoothing

DOI10.1016/J.JECONOM.2015.06.019zbMATH Open1337.62352OpenAlexW858248478MaRDI QIDQ496136FDOQ496136

Songnian Chen, Hanghui Zhang

Publication date: 18 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.06.019

zbMATH Keywords

local polynomial smoothingbinary quantile regressionsmoothed maximum score estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited In (3)

• INTEGRATED SCORE ESTIMATION
• Best subset binary prediction
• Smoothed maximum score estimation with nonparametrically generated covariates

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