Semiparametric estimation of the link function in binary-choice single-index models
DOI10.1007/S00180-017-0779-2zbMATH Open1417.62057OpenAlexW2768239453MaRDI QIDQ722740FDOQ722740
Authors: Alan P. Ker, Abdoul G. Sam 
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
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Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
- Maximum score estimation of the stochastic utility model of choice
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- Semiparametric methods in econometrics
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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- Identification of Binary Response Models
- A Comparison of Higher-Order Bias Kernel Density Estimators
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- 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
- Title not available (Why is that?)
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- Nonparametric density estimation with a parametric start
- Parametrically Guided Non‐parametric Regression
- Contributions to the theory of nonparametric regression, with application to system identification
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Nonparametric regression under alternative data environments
- The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
- Efficient estimation of binary choice models under symmetry
Cited In (5)
- On the performance of the semiparametric binary response model when the true model is parametric logistic
- Local NLLS estimation of semi-parametric binary choice models
- Misclassification-robust semiparametric estimation of single-index binary-choice models
- Inference on zero inflated ordinal models with semiparametric link
- Bias corrections in testing and estimating semiparametric, single index models
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