ROBUST ESTIMATION BASED ON GROUPED ADJUSTED DATA IN CENSORED REGRESSION-MODELS

被引：11

作者：

NAWATA, K

机构：

[1] College of Liberal Arts, University of Tokyo, Tokyo

来源：

JOURNAL OF ECONOMETRICS | 1990年 / 43卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0304-4076(90)90124-C

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper considers robust estimation of censored regression models. An alternative estimator to Powell's LAD estimator is proposed. The estimation method is based on grouping. Consistency and asymptotical normality of the estimator are proved. © 1990.

引用

页码：337 / 362

页数：26

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