Symmetrically Trimmed Least Squares Estimation for Tobit Models (Q3028111): Difference between revisions

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Revision as of 21:37, 3 February 2024

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Symmetrically Trimmed Least Squares Estimation for Tobit Models
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    Symmetrically Trimmed Least Squares Estimation for Tobit Models (English)
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    1986
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    semiparametric estimation
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    symmetric trimming
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    Tobit model
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    censored regression
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    truncated regression
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    asymptotic normality
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    symmetric censoring
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    truncation
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    heteroskedasticity
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    regularity conditions
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    large sample properties
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    consistent estimators
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    asymptotic covariance matrices
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    simulation study
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