Symmetrically Trimmed Least Squares Estimation for Tobit Models (Q3028111)
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scientific article; zbMATH DE number 4015948
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Symmetrically Trimmed Least Squares Estimation for Tobit Models |
scientific article; zbMATH DE number 4015948 |
Statements
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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0.8669896125793457
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0.836683988571167
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0.835563600063324
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