The Limiting Distribution of the Maximum Rank Correlation Estimator (Q5289302)
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scientific article; zbMATH DE number 279331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Limiting Distribution of the Maximum Rank Correlation Estimator |
scientific article; zbMATH DE number 279331 |
Statements
The Limiting Distribution of the Maximum Rank Correlation Estimator (English)
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22 August 1993
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generalized regression model
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maximum rank correlation estimator
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discontinuous criterion function
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general method
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empirical process
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VC class
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Euclidean class
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numerical derivatives
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semiparametric efficiency bound
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asymptotic normality
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consistency
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maximization estimator
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\(U\)- statistic decomposition
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uniform bound for degenerate \(U\)-processes
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asymptotic covariance matrix
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binary choice model
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