This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estima...This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estimation of change-point based on the maximum score function and give its exponential convergence rate under some mild conditions.展开更多
基金The research is partially supported by the National Natural Science Foundation of China under Grant No.10471136Ph.D.Program Foundation of the Ministry of Education of ChinaSpecial Foundations of the Chinese Academy of Sciences and University of Science and Technology of China.
文摘This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estimation of change-point based on the maximum score function and give its exponential convergence rate under some mild conditions.
