A data-driven bandwidth selection method for the smoothed maximum score estimator

DOI10.1016/J.ECONLET.2018.05.024zbMath1402.62334OpenAlexW2805755795WikidataQ129748185 ScholiaQ129748185MaRDI QIDQ1787697

Xirong Chen, Zheng Li, Wenzheng Gao

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.024

zbMATH Keywords

bandwidth selectionbinary response modelssmoothed maximum score estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (2)

Semiparametric identification and estimation of discrete choice models for bundles ⋮ Smoothed maximum score estimation with nonparametrically generated covariates

Cites Work

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• A Smoothed Maximum Score Estimator for the Binary Response Model
• Bandwith selection for the smoothing of distribution functions
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models

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