Asymptotic normality of LAD estimator in censored regression models

zbMath0798.62034MaRDI QIDQ1332117

C. Radhakrishna Rao, Lin Cheng Zhao

Publication date: 8 November 1994

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityweak consistencyleast absolute deviations estimationcensored regression modellimited dependent variable modelsTobit modelsLAD- estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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