Robust Estimation in Binary Choice Models

DOI10.1080/03610920902737092zbMath1183.62057OpenAlexW2000257100MaRDI QIDQ5190602

Yulia Kotlyarova, Victoria Zinde-Walsh

Publication date: 18 March 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902737092

zbMATH Keywords

tablesjoint distributionbandwidth selectionsmoothed maximum score estimatorbinary choice modelscombined estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items

A consistent bootstrap procedure for the maximum score estimator ⋮ Binary quantile regression with local polynomial smoothing

Cites Work

• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
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• A Smoothed Maximum Score Estimator for the Binary Response Model
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
• Robust kernel estimator for densities of unknown smoothness
• Unnamed Item