Pages that link to "Item:Q1867736"
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The following pages link to Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736):
Displaying 18 items.
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Binary quantile regression with local polynomial smoothing (Q496136) (← links)
- Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
- A data-driven bandwidth selection method for the smoothed maximum score estimator (Q1787697) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Is it even rainier in<i>North</i>Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data (Q5036576) (← links)
- Robust Estimation in Binary Choice Models (Q5190602) (← links)
- On the Bootstrap of the Maximum Score Estimator (Q5393929) (← links)
- Smoothed maximum score estimation with nonparametrically generated covariates (Q5861059) (← links)
- A maximum score test for binary response models (Q5881712) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- Multithreshold change plane model: estimation theory and applications in subgroup identification (Q6628124) (← links)
