{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,17]],"date-time":"2026-08-17T21:48:54Z","timestamp":1787003334430,"version":"build-2736575974"},"reference-count":26,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2019,5,20]],"date-time":"2019-05-20T00:00:00Z","timestamp":1558310400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"},{"start":{"date-parts":[[2019,5,20]],"date-time":"2019-05-20T00:00:00Z","timestamp":1558310400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2020,4]]},"abstract":"<jats:p>In this article, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite collection of quantile estimators. We derive a uniform linearization for the properly standardized empirical quantile <jats:italic>process<\/jats:italic> and discover some surprising differences with the setting of continuously observed responses. Moreover, we show that considering quantile processes provides an effective way of estimating binary choice probabilities without restrictive assumptions on the form of the link function, heteroskedasticity, or the need for high dimensional nonparametric smoothing necessary for approaches available so far. A uniform linear representation and results on asymptotic normality are provided, and the connection to rearrangements is discussed.<\/jats:p>","DOI":"10.1017\/s0266466619000124","type":"journal-article","created":{"date-parts":[[2019,5,20]],"date-time":"2019-05-20T11:30:31Z","timestamp":1558351831000},"page":"292-330","update-policy":"https:\/\/doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":4,"title":["SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS"],"prefix":"10.1017","volume":"36","author":[{"given":"Stanislav","family":"Volgushev","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2019,5,20]]},"reference":[{"key":"S0266466619000124_ref20","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90009-0"},{"key":"S0266466619000124_ref10","volume-title":"Inequalities","author":"Hardy","year":"1988"},{"key":"S0266466619000124_ref25","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"S0266466619000124_ref24","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466619000124_ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2012.08.002"},{"key":"S0266466619000124_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(01)00054-9"},{"key":"S0266466619000124_ref6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2008.00651.x"},{"key":"S0266466619000124_ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2008.05.018"},{"key":"S0266466619000124_ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2006.11.004"},{"key":"S0266466619000124_ref21","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1988.10478655"},{"key":"S0266466619000124_ref26","doi-asserted-by":"publisher","DOI":"10.1214\/12-EJS765"},{"key":"S0266466619000124_ref18","doi-asserted-by":"publisher","DOI":"10.1002\/jae.843"},{"key":"S0266466619000124_ref1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348119"},{"key":"S0266466619000124_ref13","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(93)90114-K"},{"key":"S0266466619000124_ref2","doi-asserted-by":"crossref","first-page":"1093","DOI":"10.3982\/ECTA7880","article-title":"Quantile and probability curves without crossing","volume":"78","author":"Chernozhukov","year":"2010","journal-title":"Econometrica"},{"key":"S0266466619000124_ref4","doi-asserted-by":"publisher","DOI":"10.2307\/1912157"},{"key":"S0266466619000124_ref5","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1151525131"},{"key":"S0266466619000124_ref8","volume-title":"The Elements of Statistical Learning. Springer series in Statistics","volume":"1","author":"Friedman","year":"2001"},{"key":"S0266466619000124_ref9","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)90038-8"},{"key":"S0266466619000124_ref11","doi-asserted-by":"publisher","DOI":"10.2307\/2951582"},{"key":"S0266466619000124_ref12","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-92870-8"},{"key":"S0266466619000124_ref15","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176347498"},{"key":"S0266466619000124_ref16","doi-asserted-by":"publisher","DOI":"10.2307\/2951556"},{"key":"S0266466619000124_ref17","doi-asserted-by":"publisher","DOI":"10.2307\/1913643"},{"key":"S0266466619000124_ref19","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(75)90032-9"},{"key":"S0266466619000124_ref23","doi-asserted-by":"publisher","DOI":"10.1016\/B978-044450083-0\/50051-4"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466619000124","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,3,19]],"date-time":"2020-03-19T15:12:59Z","timestamp":1584630779000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466619000124\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5,20]]},"references-count":26,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2020,4]]}},"alternative-id":["S0266466619000124"],"URL":"https:\/\/doi.org\/10.1017\/s0266466619000124","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,5,20]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2019\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}