Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method

DOI10.1007/s10255-019-0812-zzbMath1420.62495OpenAlexW2946611185MaRDI QIDQ2316307

Xianhui Liu, Yao-hua Wu, Zhan-Feng Wang

Publication date: 26 July 2019

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-019-0812-z

zbMATH Keywords

asymptotic propertiesvariable selectioncensored regression modelrandomly weighting

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Censored data models (62N01)

Related Items (1)

Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study

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