Semiparametric robust estimation of truncated and censored regression models
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Publication:527951
DOI10.1016/j.jeconom.2012.02.002zbMath1443.62440OpenAlexW3123914398MaRDI QIDQ527951
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/975436/2008-34.pdf
asymptotic normalitycensored regressiontrimmingrobust estimationone-step estimationtruncated regression
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
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Robust restricted Liu estimator in censored semiparametric linear models ⋮ Robust ridge estimator in censored semiparametric linear models ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
Uses Software
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