Least absolute deviations estimation for the censored regression model

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Publication:1061446

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DOI10.1016/0304-4076(84)90004-6zbMath0571.62100OpenAlexW2139255721WikidataQ29040371 ScholiaQ29040371MaRDI QIDQ1061446

James L. Powell

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90004-6

zbMATH Keywords

asymptotic normality median asymptotic covariance matrix Tobit model least absolute deviations estimation consistent estimators censored regression model restricted regressors robust to heteroscedasticity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear inference, regression (62J99)

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