The Limiting Distribution of the Maximum Rank Correlation Estimator

DOI10.2307/2951780zbMath0773.62011OpenAlexW2092835732MaRDI QIDQ5289302

Publication date: 22 August 1993

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2951780

zbMATH Keywords

consistency asymptotic normality empirical process asymptotic covariance matrix numerical derivatives semiparametric efficiency bound general method discontinuous criterion function VC class binary choice model maximum rank correlation estimator generalized regression model Euclidean class \(U\)- statistic decomposition maximization estimator uniform bound for degenerate \(U\)-processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

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