{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,5]],"date-time":"2025-10-05T04:32:36Z","timestamp":1759638756068},"reference-count":27,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2013,11,29]],"date-time":"2013-11-29T00:00:00Z","timestamp":1385683200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2014,6]]},"abstract":"<jats:p>This paper considers a binary response model with a partially linear latent equation, where <jats:italic>\u03d5<\/jats:italic> is an unknown function and <jats:italic>\u03b2<\/jats:italic> is a finite-dimensional parameter of interest. Using the principle of smoothed maximum score estimation (Horowitz, 1992; <jats:italic>Econometrica<\/jats:italic> 60(3), 505\u2013531), a consistent and asymptotically normal (C.A.N.)estimator for <jats:italic>\u03b2<\/jats:italic> is proposed under the restriction that the median of the error conditional on the covariates is equal to 0. Furthermore, the rate of convergence in probability is close to the parametric rate, if certain functions admit enough derivatives. This method neither restricts the form of heteroskedasticity in the error term nor suffers from the curse of dimensionality whenever <jats:italic>\u03d5<\/jats:italic> is multivariate. Some Monte Carlo experiments suggest that this estimator performs well compared with conventional estimators.<\/jats:p>","DOI":"10.1017\/s0266466613000431","type":"journal-article","created":{"date-parts":[[2013,11,29]],"date-time":"2013-11-29T09:39:43Z","timestamp":1385717983000},"page":"647-675","source":"Crossref","is-referenced-by-count":7,"title":["AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL"],"prefix":"10.1017","volume":"30","author":[{"given":"Jerome M.","family":"Krief","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2013,11,29]]},"reference":[{"key":"S0266466613000431_ref20","doi-asserted-by":"publisher","DOI":"10.2307\/1913622"},{"key":"S0266466613000431_ref23","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(88)90063-2"},{"key":"S0266466613000431_ref4","doi-asserted-by":"crossref","first-page":"715","DOI":"10.1214\/aos\/1031833670","article-title":"On average derivative quantile regression","volume":"25","author":"Chaudhuri","year":"1997","journal-title":"Annals of Statistics"},{"key":"S0266466613000431_ref27","doi-asserted-by":"publisher","DOI":"10.2307\/1911314"},{"key":"S0266466613000431_ref22","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466613000431_ref18","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(87)90001-7"},{"key":"S0266466613000431_ref1","volume-title":"Advanced Econometrics","author":"Amemiya","year":"1985"},{"key":"S0266466613000431_ref8","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1765(03)00096-X"},{"key":"S0266466613000431_ref7","doi-asserted-by":"publisher","DOI":"10.2307\/1909768"},{"key":"S0266466613000431_ref9","doi-asserted-by":"publisher","DOI":"10.2307\/2951582"},{"key":"S0266466613000431_ref19","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511612503"},{"key":"S0266466613000431_ref6","doi-asserted-by":"crossref","first-page":"277","DOI":"10.3982\/ECTA7888","article-title":"Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals","volume":"80","author":"Chen","year":"2012","journal-title":"Econometrica"},{"key":"S0266466613000431_ref2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-937X.2004.00299.x"},{"key":"S0266466613000431_ref17","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346523"},{"key":"S0266466613000431_ref21","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5254-2"},{"key":"S0266466613000431_ref10","doi-asserted-by":"publisher","DOI":"10.2307\/2171926"},{"key":"S0266466613000431_ref14","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466603191013"},{"key":"S0266466613000431_ref16","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90009-0"},{"key":"S0266466613000431_ref12","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466609990661"},{"key":"S0266466613000431_ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2009.04.005"},{"key":"S0266466613000431_ref15","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(00)00015-4"},{"key":"S0266466613000431_ref26","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-3324-9"},{"key":"S0266466613000431_ref25","doi-asserted-by":"crossref","first-page":"603","DOI":"10.1214\/aos\/1176348113","article-title":"On maximum likelihood estimation in infinite dimensional parameter spaces","volume":"19","author":"Severini","year":"1991","journal-title":"Annals of Statistics"},{"key":"S0266466613000431_ref3","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348119"},{"key":"S0266466613000431_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/S1573-4412(07)06076-X"},{"key":"S0266466613000431_ref13","unstructured":"Krief J . 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