Locally Weighted Score Estimation for Quantile Classification in Binary Regression Models
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References listed on IDEAS
- Junhui Wang & Xiaotong Shen & Yufeng Liu, 2008. "Probability estimation for large-margin classifiers," Biometrika, Biometrika Trust, vol. 95(1), pages 149-167.
- Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
More about this item
KeywordsBinary classification; Local likelihood; Logistic regression; Asymmetric loss; Robust estimation;
StatisticsAccess and download statistics
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