Pairwise difference estimators of censored and truncated regression models

DOI10.1016/0304-4076(94)90065-5zbMath0808.62038OpenAlexW2063953281MaRDI QIDQ1341196

Bo E. Honoré, James L. Powell

Publication date: 16 March 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90065-5

zbMATH Keywords

asymptotic normalityrank regressiontransformationsemiparametric estimationcovariatescovariance matrix estimationdependent variables\(M\)-estimatorstruncated regression modelminimizers of \(U\)-processespairwise differencingroot-\(n\)-consistencysemiparametric censored regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Statistical tables (62Q05)

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