An algorithm for computing estimators that optimize step functions

DOI10.1016/S0167-9473(02)00210-4zbMATH Open1429.62699MaRDI QIDQ951874FDOQ951874

Authors: Spyros Skouras 

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

step functioncomputational optimizationestimator computationmaximum score

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

Cites Work

• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• Financial returns and efficiency as seen by an artificial technical analyst
• Title not available (Why is that?)

Cited In (4)

• Second special issue on computational econometrics
• Computationally efficient stepup and stepdown procedures for real predictor coefficients
• Exact computation of max weighted score estimators
• An optimal algorithm for finding all the jumps of a monotone step-function

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