Bootstrap critical values for tests based on the smoothed maximum score estimator
From MaRDI portal
Publication:1867736
DOI10.1016/S0304-4076(02)00102-1zbMath1020.62035OpenAlexW2048704774MaRDI QIDQ1867736
Publication date: 2 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00102-1
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items
Is it even rainier inNorthVancouver? A non-parametric rank-based test for semicontinuous longitudinal data, Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables, A smoothed least squares estimator for threshold regression models, A consistent bootstrap procedure for the maximum score estimator, Best subset binary prediction, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information, Binary quantile regression with local polynomial smoothing, Inference on functionals under first order degeneracy, Semiparametric estimation of the random utility model with rank-ordered choice data, Robust Estimation in Binary Choice Models, A data-driven bandwidth selection method for the smoothed maximum score estimator, Discussion on: ``Bootstrap methods for dependent data: a review, Smoothed maximum score estimation with nonparametrically generated covariates
Cites Work
- Unnamed Item
- U-processes: Rates of convergence
- Smooth optimum kernel estimators of densities, regression curves and modes
- Cube root asymptotics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- On the bootstrap and confidence intervals
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Maximum score estimation of the stochastic utility model of choice
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Simulation and the Asymptotics of Optimization Estimators
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Bootstrap Methods for Median Regression Models
- Semiparametric Estimation of Index Coefficients
- An Efficient Semiparametric Estimator for Binary Response Models
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Convergence of stochastic processes
- The bootstrap and Edgeworth expansion