1. Robert P. Sherman (1993, Econometrica)
The Limiting Distribution of the Maximum Rank Correlation Estimator
2. Aaron K. Han (1987, Journal of Econometrics)
Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator
3. M. G. Kendall (1938, Biometrika)
A New Measure of Rank Correlation
4. Jason Abrevaya (1999, Economics Letters)
Computation of the maximum rank correlation estimator
5. Songnian Chen(2002, Econometrica)
Rank Estimation of Transformation Models
6. Christopher Cavanagh and Robert P. Sherman (1998, Journal of Econometrics)
Rank estimators for monotonic index models
Showing posts with label MRC. Show all posts
Showing posts with label MRC. Show all posts
Saturday, January 29, 2011
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