A weighted M-estimator for linear regression models with randomly truncated data

DOI10.1016/J.SPL.2018.02.055MaRDI QIDQ1642254zbMATH OpenOpenAlexWikidataFDO

Authors Jiang Du, Zhongzhan Zhang, Tianfa Xie

Publication date 20 June 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.02.055

zbMATH Keywords

asymptotic normalityquantile regressiontruncated dataM-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 775848 (Why is no real title available?)
• A Nonparametric Approach to the Truncated Regression Problem
• A Semiparametric Model for Randomly Truncated Data
• A weighted quantile regression for randomly truncated data
• Almost sure representations of the product-limit estimator for truncated data
• An estimating equation for censored and truncated quantile regression
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
• Estimation of regression parameters with left truncated data
• Estimation of the truncation probability in the random truncation model
• Nonparametric estimation of the slope of a truncated regression
• Quantile regression.
• Robust Statistics
• Semiparametric analysis of truncated data
• \(M\)-estimation of linear models with dependent errors

Cited in

(7)

• Probability inequalities for sums of NSD random variables and applications
• scientific article; zbMATH DE number 922433 (Why is no real title available?)
• Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis
• scientific article; zbMATH DE number 6262812 (Why is no real title available?)
• Estimation of regression parameters with left truncated data
• A weighted quantile regression for nonlinear models with left truncated data
• scientific article; zbMATH DE number 6951474 (Why is no real title available?)

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