Maximum score change-point estimation in binary response model

DOI10.1007/s11424-006-0386-8zbMath1112.62065OpenAlexW1984216821MaRDI QIDQ882523

Chaofeng Kou, Yao-hua Wu, Lin Cheng Zhao

Publication date: 24 May 2007

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-006-0386-8

zbMATH Keywords

binary response modelmaximum score estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (1)

Inference of change-point in single index models

Cites Work

• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Universal Donsker classes and metric entropy
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• An inequality concerning the deviation between theoretical and empirical distributions
• Some special Vapnik-Chervonenkis classes
• Maximum score estimation of the stochastic utility model of choice
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities

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