Generalized M-estimators for high-dimensional Tobit I models

DOI10.1214/18-EJS1463zbMath1417.62342OpenAlexW2913848221MaRDI QIDQ668611

Jelena Bradic, Jiaqi Guo

Publication date: 19 March 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1550286094

zbMATH Keywords

confidence intervalsdesignrobust methodsestimation methodsleft-censored linear modelsleft-censored regressionTobit I models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Censored data models (62N01) Nonparametric tolerance and confidence regions (62G15)

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