| MAXIMUM SCORE CHANGE-POINT ESTIMATION IN BINARY RESPONSE MODEL |
| |
| 作者姓名： | Lincheng ZHAO ~ Chaofeng KOU Yaohua WU |
| |
| 作者单位： | Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China. |
| |
| 基金项目： | The research is partially supported by the National Natural Science Foundation of China under Grant No. 10471136, Ph.D. Program Foundation of the Ministry of Education of China, and Special Foundations of the Chinese Academy of Sciences and University of Science and Technology of China. |
| |
| 摘 要： | This paper is concerned with the estimation of change-point in a binary response modelwith the assumption that the conditional median of the error term,given the explanatory variable,iszero.We construct an estimation of change-point based on the maximumm score function and give itsexponential convergence rate under some mild conditions.
|
| 关 键 词： | 二元响应模型 交换点 满分估计 统计 条件中位数 误差项 说明变数 |
| 收稿时间： | 2005-06-16 |
| 修稿时间： | 2005-06-162006-03-30 |
Maximum Score Change-Point Estimation in Binary Response Model |
| |
| Lincheng ZHAO,Chaofeng KOU Yaohua WU.MAXIMUM SCORE CHANGE-POINT ESTIMATION IN BINARY RESPONSE MODEL[J].Journal of Systems Science and Complexity,2006,19(3):386-392. |
| |
| Authors: | Lincheng Zhao Chaofeng Kou Yaohua Wu |
| |
| Institution: | (1) Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China |
| |
| Abstract: | This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estimation of change-point based on the maximum score function and give its exponential convergence rate under some mild conditions. |
| |
| Keywords: | Binary response model change-point maximum score estimation |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ |
