Estimation of the binary response model using a mixture of distributions estimator (MOD)

62P20: Applications of statistics to economics

62G07: Density estimation

62G05: Nonparametric estimation

Uses Software

NPSOL

Cites Work

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Semi-Nonparametric Maximum Likelihood Estimation
Probability inequalities for empirical processes and a law of the iterated logarithm
Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Nonparametric maximum likelihood estimation by the method of sieves
Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
Convergence rate of sieve estimates
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
On methods of sieves and penalization
Optimal global rates of convergence for nonparametric regression
Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
Random approximants and neural networks
Semiparametric estimates of the supply and demand effects of disability on labor force participation
Inequalities for the norms of a function and its derivatives in metric \(L_ p\)
Efficiency of Weighted Average Derivative Estimators and Index Models
Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
Investigating Smooth Multiple Regression by the Method of Average Derivatives
Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
Consistent Estimation of Scaled Coefficients
Optimal Rates of Convergence for Deconvolving a Density
Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
A Smoothed Maximum Score Estimator for the Binary Response Model
Universal approximation bounds for superpositions of a sigmoidal function
Sieve Extremum Estimates for Weakly Dependent Data
Improved rates and asymptotic normality for nonparametric neural network estimators
Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
Semiparametric Estimation of Index Coefficients
An Efficient Semiparametric Estimator for Binary Response Models
The Limiting Distribution of the Maximum Rank Correlation Estimator