Semiparametric estimation of the link function in binary-choice single-index models
From MaRDI portal
Publication:722740
DOI10.1007/s00180-017-0779-2zbMath1417.62057OpenAlexW2768239453MaRDI QIDQ722740
Publication date: 27 July 2018
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-017-0779-2
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Maximum score estimation of the stochastic utility model of choice
- Contributions to the theory of nonparametric regression, with application to system identification
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Semiparametric methods in econometrics
- The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
- Nonparametric density estimation with a parametric start
- Efficient estimation of binary choice models under symmetry
- Nonparametric regression under alternative data environments
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- A Comparison of Higher-Order Bias Kernel Density Estimators
- Parametrically Guided Non‐parametric Regression
- Identification of Binary Response Models
- An Efficient Semiparametric Estimator for Binary Response Models
This page was built for publication: Semiparametric estimation of the link function in binary-choice single-index models