Semiparametric robust estimation of truncated and censored regression models
type: Item
instance of: scholarly article
title: Semiparametric robust estimation of truncated and censored regression models
zbMATH Open document ID: 1443.62440
author: P. Čížek
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: 2008-34.pdf
full work available at URL: S0304407612000589
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 6714705
zbMATH Keywords: asymptotic normality
zbMATH Keywords: censored regression
zbMATH Keywords: one-step estimation
zbMATH Keywords: robust estimation
zbMATH Keywords: trimming
zbMATH Keywords: truncated regression
describes a project that uses: semml
MaRDI profile type: Publication
OpenAlex ID: W3123914398
cites work: An Investigation of the Robustness of the Tobit Estimator to Non-Normality
cites work: Robust estimators for the fixed effects panel data model
cites work: Least trimmed squares in nonlinear regression under dependence
cites work: GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
cites work: Semiparametrically weighted robust estimation of regression models
cites work: Censored depth quantiles
cites work: Semi-Nonparametric Maximum Likelihood Estimation
cites work: Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
cites work: A class of robust and fully efficient regression estimators
cites work: Biased Bootstrap Methods for Reducing the Effects of Contamination
cites work: Q3723487
cites work: Tail Behavior of Regression Estimators and their Breakdown Points
cites work: Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
cites work: Estimation of cross sectional and panel data censored regression models with endogeneity
cites work: Quantile regression under random censoring.
cites work: Pairwise difference estimators of censored and truncated regression models
cites work: Estimation of a Censored Dynamic Panel Data Model
cites work: Robust regression with both continuous and binary regressors
cites work: Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
cites work: Two-step estimation of semiparametric censored regression models
cites work: Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
cites work: Robust estimators for simultaneous equations models
cites work: Quadratic mode regression
cites work: Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
cites work: Nonparametric Censored and Truncated Regression
cites work: Q3206151
cites work: Adaptively truncated maximum likelihood regression with asymmetric errors.
cites work: Robust efficient method of moments
cites work: Bounded-influence estimators for the Tobit model
cites work: Censored Regression Quantiles
cites work: Least absolute deviations estimation for the censored regression model
cites work: Symmetrically Trimmed Least Squares Estimation for Tobit Models
cites work: Regression \(M\)-estimators with doubly censored data
cites work: Regression \(M\)-estimators with non-i.i.d. doubly censored data.
cites work: Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
cites work: Robust inference with GMM estimators
cites work: Q3749928
cites work: Regression Depth
cites work: Bootstrapping robust estimates of regression
cites work: High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
cites work: On One-Step GM Estimates and Stability of Inferences in Linear Regression
cites work: Breakdown in Nonlinear Regression
cites work: Weak convergence and empirical processes. With applications to statistics
cites work: On B-robust instrumental variable estimation of the linear model with panel data.
cites work: A journey in single steps: robust one-step \(M\)-estimation in linear regression
cites work: M-estimation in censored linear models
DOI: 10.1016/J.JECONOM.2012.02.002
description: scientific article; zbMATH DE number 6714705