Rank correlation estimators and their limiting distributions
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DOI: 10.1007/s00362-009-0263-3
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- Abrevaya, Jason, 1999. "Computation of the maximum rank correlation estimator," Economics Letters, Elsevier, vol. 62(3), pages 279-285, March.
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Keywords
Ranking; Linear ranking rule; Discontinuous criterion function; Support vector machines; Convex minimization; U-statistics;All these keywords.
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