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

共 50 条

[31] ESTIMATION OF RANDOM COEFFICIENT REGRESSION-MODELS
LIU, LM
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1981, 13 (01) : 27 - 39
[32] TRIMMED LAD AND LEAST-SQUARES ESTIMATION OF TRUNCATED AND CENSORED REGRESSION-MODELS WITH FIXED EFFECTS
HONORE, BE
ECONOMETRICA, 1992, 60 (03) : 533 - 565
[33] A MONTE-CARLO COMPARISON OF ESTIMATORS FOR CENSORED REGRESSION-MODELS
PAARSCH, HJ
JOURNAL OF ECONOMETRICS, 1984, 24 (1-2) : 197 - 213
[34] TESTING REGRESSION-MODELS BASED ON SAMPLE SURVEY DATA
BHATTI, MI
BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 1993, 48 (02) : 351 - 352
[35] LAD Estimation for Multiple Regression Models with Doubly Censored Data
Zhou, Xiuqing
Wang, Jinde
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2010, 39 (01) : 117 - 129
[36] LAD estimation for nonlinear regression models with randomly censored data
ZHOU Xiuqing WANG Jinde School of Mathematics and Computer Science Nanjing Normal University Nanjing China Department of Mathematics Nanjing University Nanjing China
ScienceinChina,SerA., 2005, Ser.A.2005 (07) : 880 - 897
[37] A COMPARISON OF 2-STAGE ESTIMATORS OF CENSORED REGRESSION-MODELS
ZUEHLKE, TW
ZEMAN, AR
REVIEW OF ECONOMICS AND STATISTICS, 1991, 73 (01) : 185 - 188
[38] Maximum likelihood estimation in semiparametric regression models with censored data
Zeng, D.
Lin, D. Y.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2007, 69 : 507 - 536
[39] LAD estimation for nonlinear regression models with randomly censored data
ZHOU Xiuqing & WANG Jinde School of Mathematics and Computer Science
Science China Mathematics, 2005, (07) : 880 - 897
[40] LAD estimation for nonlinear regression models with randomly censored data
Zhou, XQ
Wang, JD
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 48 (07): : 880 - 897

← 1 2 3 4 5 →