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http://dx.doi.org/10.5351/CKSS.2010.17.6.811

Truncation Parameter Selection in Binary Choice Models  

Kim, Kwang-Rae (Department of Statistics, Korea University)
Cho, Kyu-Dong (Department of Statistics, Korea University)
Koo, Ja-Yong (Department of Statistics, Korea University)
Publication Information
Communications for Statistical Applications and Methods / v.17, no.6, 2010 , pp. 811-827 More about this Journal
Abstract
This paper deals with a density estimation method in binary choice models that can be regarded as a statistical inverse problem. We use an orthogonal basis to estimate density function and consider the choice of an appropriate truncation parameter to reflect the model complexity and the prediction accuracy. We propose a data-dependent rule to choose the truncation parameter in the context of binary choice models. A numerical simulation is provided to illustrate the performance of the proposed method.
Keywords
Choice Probability; density Estimation; inverse Problem; legendre polynomials; spectral decomposition; MISE;
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Times Cited By KSCI : 1  (Citation Analysis)
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