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- W2168334201 abstract "We present a new class of rank estimators of scaled coefficients in semiparametric monotonic linear index models. The estimators require no subjective bandwidth choices and have attractive computational properties. We establish √n-consistency and asymptotic normality, and provide the general form and consistent estimators of the asymptotic covariance matrix. We also provide a generalization covering single equation multiple-indices models satisfying certain monotonicity constraints. An analogue of consistency when all explanatory variables are categorical is established, and an application is presented." @default.
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- W2168334201 title "Rank estimators for monotonic index models" @default.
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- W2168334201 doi "https://doi.org/10.1016/s0304-4076(97)00090-0" @default.
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