Bounded-influence estimators for the Tobit model
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Publication:909401
DOI10.1016/0304-4076(90)90075-5zbMath0694.62054OpenAlexW2039131327MaRDI QIDQ909401
Publication date: 1990
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2108/15750
efficiencyrobust estimatorsTobit modelsemiparametric estimatorsbounded-influence estimatorscensored least absolute deviation estimatorCLADGaussian censored-regressionSCLS estimatorssymmetrically censored least squares estimatorweighted ML estimators
Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (2)
Semiparametric robust estimation of truncated and censored regression models ⋮ Algorithms for bounded-influence estimation
Cites Work
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- Testing the Normality Assumption in Limited Dependent Variable Models
- Tests of specification in econometrics
- Stability of Anosov Maps
- A Test for Misspecification in the Censored Normal Model
- Estimation in Linear Regression Models with Disparate Data Points
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Efficient Bounded-Influence Regression Estimation
- The Influence Curve and Its Role in Robust Estimation
- One-Step Huber Estimates in the Linear Model
- Specification Tests in Econometrics
- Regression Analysis when the Dependent Variable Is Truncated Normal
- A General Qualitative Definition of Robustness
- Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
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