Computation of the maximum rank correlation estimator

被引：21
|
作者：
Abrevaya, J [1 ]
机构：
[1] Univ Chicago, Grad Sch Business, Chicago, IL 60637 USA
来源：
ECONOMICS LETTERS | 1999年 / 62卷 / 03期
关键词：
binary search tree; rank estimation;
D O I：
10.1016/S0165-1765(98)00255-9
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows that the objective function for the maximum rank correlation estimator can be evaluated in O(n log n) calculations (where n is the sample size). Previously, O(n(2)) calculations were thought necessary for computation of the objective function. (C) 1999 Elsevier Science S.A. All rights reserved.
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页码：279 / 285
页数：7
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