Exact computation of maximum rank correlation estimator

DOI10.1093/ECTJ/UTAB013OpenAlexW3166575002MaRDI QIDQ5083293FDOQ5083293

Authors: Youngki Shin, Zvezdomir Todorov 

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/2009.03844

zbMATH Keywords

mixed integer programmingU-processmaximum rank correlationfinite sample property

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (1)

• Linearized maximum rank correlation estimation when covariates are functional

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