Smoothed maximum score change-point estimation in binary response model

DOI10.1007/S10255-006-0339-YMaRDI QIDQ861419zbMATH OpenOpenAlexFDO

Authors Min Yuan, Lincheng Zhao, Yaohua Wu

Publication date 29 January 2007

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-006-0339-y

zbMATH Keywords

maximum score functionstrong consistencyVapnis-ChervonenkoVC class

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99)

Recommendations

• Maximum score change-point estimation in binary response model
• Rate of convergence of the maximum likelihood estimate of a change-point
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• Smooth change point estimation in regression models with random design
• Change-point estimation for censored regression model

Cites work

• A Smoothed Maximum Score Estimator for the Binary Response Model
• Change-point in the mean of dependent observations
• Cube root asymptotics
• Estimation in change-point hazard function models.
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• Maximum score estimation of the stochastic utility model of choice
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Semiparametric analysis of binary response from response-based samples
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric methods in econometrics
• Some special Vapnik-Chervonenkis classes
• Universal Donsker classes and metric entropy

Cited in

(3)

• Inference of change-point in single index models
• Interval estimation for the breakpoint in segmented regression: a smoothed score-based approach
• Maximum score change-point estimation in binary response model

This page was built for publication: Smoothed maximum score change-point estimation in binary response model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861419)