M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold

Cites Work

Unnamed Item
Partial rank estimation of duration models with general forms of censoring
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
On the least squares estimation of multiple-regime threshold autoregressive models
Likelihood estimation and inference in threshold regression
Estimating regression parameters using linear rank tests for censored data
Cube root asymptotics
Multiple change-point estimation with U-statistics
Econometric issues in the analysis of contagion
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Maximum score estimation of the stochastic utility model of choice
Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
Rank estimators for monotonic index models
Subsampling
Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
Estimation in a Cox regression model with a change-point according to a threshold in a covariate
Weak convergence and empirical processes. With applications to statistics
Nonparametric inference on structural breaks
A large sample study of rank estimation for censored regression data
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
Convergence in distribution of multiple change point estimators
Asymptotics of M-estimators in two-phase linear regression models.
Inference under right censoring for transformation models with a change-point based on a covariate threshold
Dynamic models of segregation†
THE BOOTSTRAP IN THRESHOLD REGRESSION
Estimating and Testing Linear Models with Multiple Structural Changes
Sample Splitting and Threshold Estimation
Semiparametric Estimation of Index Coefficients
Testing for Threshold Effects in Regression Models
An Efficient Semiparametric Estimator for Binary Response Models
The Limiting Distribution of the Maximum Rank Correlation Estimator
Two-stage rank estimation of quantile index models

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