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CSDA
2007
136views more  CSDA 2007»
13 years 5 months ago
A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
The maximum rank correlation (MRC) estimator was originally studied by Han [1987. Nonparametric analysis of a generalized regression model. J. Econometrics 35, 303–316] and Sher...
Hansheng Wang