A distribution-free least squares estimator for censored linear regression models

DOI10.1016/0304-4076(86)90012-6zbMath0634.62034OpenAlexW2060109194MaRDI QIDQ1096990

Joel L. Horowitz

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90012-6

zbMATH Keywords

Monte Carlo studyMonte Carlo resultsConsistencybeta distributioncensored regression modelKaplan-Meier estimationquantile estimatorsfinite-sample propertiesdistribution-free least squares estimatorRoy's maximum root test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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Cites Work

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• Consistency results for linear regression with censored data
• Least absolute deviations estimation for the censored regression model
• Regression analysis with randomly right-censored data
• Nonparametric Estimation from Incomplete Observations
• Linear regression with censored data
• Least squares regression with censored data

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