Robust estimation based on grouped-adjusted data in censored regression models
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Publication:2640285
DOI10.1016/0304-4076(90)90124-CzbMath0719.62079OpenAlexW1971808953MaRDI QIDQ2640285
Publication date: 1990
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(90)90124-c
consistencyasymptotic normalityMonte Carloheteroscedasticitymaximum likelihood estimatorrobust estimationLaplacecontaminationmediansCauchynonnormalitycensored regression modelslope parameterdata groupingdegrees of censoringordinary multiple linear regression modelTobit MLEweighted Tobit MLE
Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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