Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions.

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative distribution functions, including in finite samples and und...

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Detalles Bibliográficos
Publicado en:Econometrica Vol. 93; no. 5; pp. 1885 - 1914
Autores principales: Spady, Richard H., Stouli, Sami
Formato: Artículo
Publicado: Wiley-Blackwell Sep2025
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Acceso en línea:Ver este registro en EBSCOhost