Exact computation of maximum rank correlation estimator

DOI10.1093/ECTJ/UTAB013OpenAlexW3166575002MaRDI QIDQ5083293

Zvezdomir Todorov, Youngki Shin

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/2009.03844

zbMATH Keywords

mixed integer programmingfinite sample propertyU-processmaximum rank correlation

Mathematics Subject Classification ID

Statistics (62-XX)

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