An algorithm for computing estimators that optimize step functions

DOI10.1016/S0167-9473(02)00210-4zbMath1429.62699MaRDI QIDQ951874

Spyros Skouras

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

computational optimizationstep functionestimator computationmaximum score

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Exact computation of max weighted score estimators ⋮ Second special issue on computational econometrics

Cites Work

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• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• Financial returns and efficiency as seen by an artificial technical analyst

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