Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625)
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scientific article; zbMATH DE number 2012986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models |
scientific article; zbMATH DE number 2012986 |
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Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (English)
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4 December 2003
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Binary choice
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Ordered response
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Multiplicative heteroskedasticity
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Semiparametric efficiency bound
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