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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