An algorithm for computing estimators that optimize step functions

DOI10.1016/S0167-9473(02)00210-4MaRDI QIDQ951874zbMATH OpenFDO

Authors Spyros Skouras

Publication date 4 November 2008

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

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)

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Cites work

• scientific article; zbMATH DE number 45540 (Why is no real title available?)
• Financial returns and efficiency as seen by an artificial technical analyst
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

Cited in

(4)

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

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