Approximation by randomly weighting method in censored regression model

DOI10.1007/s11425-008-0116-xzbMath1176.62043OpenAlexW2090283718MaRDI QIDQ1042904

Yao-hua Wu, Zhan-Feng Wang, Lin Cheng Zhao

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0116-x

zbMATH Keywords

asymptotic normalitylocal alternativesleast absolute deviationasymptotic power

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items

Group variable selection and estimation in the Tobit censored response model, Composite quantile regression estimation for left censored response longitudinal data, Random weighting approximation for Tobit regression models with longitudinal data, Tobit regression model with parameters of increasing dimensions, Random weighting method for M-test in linear model with dependent errors, Least product relative error estimation, Jackknifed random weighting for Cox proportional hazards model, A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate, Nonparametric regression estimates with censored data based on block thresholding method, Random weighting \(M\)-estimation for linear errors-in-variables models, Testing in linear composite quantile regression models, Randomly weighted LAD-estimation for partially linear errors-in-variables models, Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Least absolute deviations estimation for the censored regression model
• Asymptotic normality of LAD estimator in censored regression models
• Random weighting method for censored regression model
• Strong convergence of LAD estimates in a censored regression model
• Probability Inequalities for the Sum of Independent Random Variables
• Analysis of least absolute deviation
• Consistency ofl₁estimates in censored linear regression models