Binary quantile regression with local polynomial smoothing

DOI10.1016/J.JECONOM.2015.06.019zbMath1337.62352OpenAlexW858248478MaRDI QIDQ496136

Songnian Chen, Hanghui Zhang

Publication date: 18 September 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.06.019

zbMATH Keywords

local polynomial smoothingbinary quantile regressionsmoothed maximum score estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Best subset binary prediction ⋮ INTEGRATED SCORE ESTIMATION ⋮ Smoothed maximum score estimation with nonparametrically generated covariates

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