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Author: Sokbae Lee
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Sokbae Lee and Myunghwan Seo
This paper is concerned with semiparametric estimation of a threshold binary response model. The estimation method considered in the paper is semiparametric since the parameters for a regression function are finite-dimen...Read more...
February 2007
Sokbae Lee, Oliver Linton and Yoon-Jae Whang
We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution i...Read more...
August 2006