Least absolute deviations estimation for the censored regression model
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3907636 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3795247 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3382096 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simplex Method for Function Minimization
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Asymptotic relations of M-estimates and R-estimates in linear regression model
- Estimation of Relationships for Limited Dependent Variables
- Linear regression with censored data
- Nonlinear Regression on Cross-Section Data
- Nonparametric Estimation from Incomplete Observations
- On Estimation of a Probability Density Function and Mode
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- One-Step Huber Estimates in the Linear Model
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Robust Estimation of a Location Parameter
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Sample Selection Bias as a Specification Error
- Specification Tests in Econometrics
- Tests of Linear Hypotheses and l"1 Estimation
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
- Trimmed Least Squares Estimation in the Linear Model
- Two Stage Least Absolute Deviations Estimators
Cited in
(only showing first 100 items - show all)- Quantile regression analysis of case-cohort data
- Some models for estimation of total of a study variable having many zero values
- Quantile regression under random censoring.
- The effect of school quality on student performance: A quantile regression approach
- More on testing the normality assumption in the Tobit model
- Bayesian inference for generalized linear mixed models with predictors subject to detection limits: an approach that leverages information from auxiliary variables
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Robust inference for censored quantile regression
- An adapted loss function for censored quantile regression
- Some aspects of measurement error in a censored regression model
- Estimation and inference with censored and ordered multinomial response data
- Conditional empirical likelihood estimation and inference for quantile regression models
- Scalable estimation and inference for censored quantile regression process
- An MCMC approach to classical estimation.
- Bayesian quantile regression for longitudinal count data
- Strong convergence of LAD estimates in a censored regression model
- Bounded-influence estimators for the Tobit model
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Asymptotic efficiency in semi-parametric models with censoring
- Quantile regression based on the counting process approach under dependent truncated data
- Finite mixture of regression models for censored data based on scale mixtures of normal distributions
- Interval-Censored Linear Quantile Regression
- Semiparametric modeling of multiple quantiles
- Conditional empirical likelihood for quantile regression models
- Censored correlated cytokine concentrations: multivariate Tobit regression using clustered variance estimation
- Censored Interquantile Regression Model with Time-Dependent Covariates
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Smoothed GMM for quantile models
- Exact computation of censored least absolute deviations estimator
- Distributed Censored Quantile Regression
- Multivariate Contaminated Normal Censored Regression Model: Properties and Maximum Likelihood Inference
- Specification tests for distributional assumptions in the Tobit model
- Reconsidering the labeling effect for child benefits: Evidence from a transition economy
- Trust, truth, status and identity: an experimental inquiry
- Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
- Inference for misspecified models with fixed regressors
- Two-step estimation of heteroskedastic sample selection models
- Censored panel quantile regression with fixed effects via an asymmetric link function
- Estimation and prediction for large models with saturated output observation and general input condition
- Asymptotic normality of Powell's kernel estimator
- Robust error density estimation in ultrahigh dimensional sparse linear model
- A genetic method of LAD estimation for models with censored data
- Inference on functionals under first order degeneracy
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- M-estimation of the accelerated failure time model under a convex discrepancy function
- An empirical likelihood method for quantile regression models with censored data
- Novel global harmony search algorithm for least absolute deviation
- High-Dimensional Censored Regression via the Penalized Tobit Likelihood
- Misspecification in moment inequality models: back to moment equalities?
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
- Local partitioned quantile regression
- Accelerated Recurrence Time Models
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
- Moment estimation for censored quantile regression
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- Robust estimation for survival partially linear single-index models
- Impulse response analysis in conditional quantile models with an application to monetary policy
- Correcting data corruption errors for multivariate function approximation
- Nonparametric regression with filtered data
- Quantile regression based on counting process approach under semi-competing risks data
- Identification and estimation in a linear correlated random coefficients model with censoring
- Weighted quantile regression for censored data with application to export duration data
- A hierarchical Bayesian analysis for bivariate Weibull distribution under left-censoring scheme
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- Two-piece distribution based semi-parametric quantile regression for right censored data
- Error density estimation in high-dimensional sparse linear model
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
- Censored regression quantiles with endogenous regressors
- Endogeneity in quantile regression models: a control function approach
- Focused information criterion and model averaging in censored quantile regression
- Empirical likelihood inference for median regression models for censored survival data
- Set identification of the censored quantile regression model for short panels with fixed effects
- Quantile regression for panel data models with fixed effects under random censoring
- Mode regression
- Identification of panel data models with endogenous censoring
- Semiparametric estimation of employment duration models
- Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution
- Quantile regression for longitudinal biomarker data subject to left censoring and dropouts
- Time Series Approach to the Evolution of Networks: Prediction and Estimation
- On interquantile smoothness of censored quantile regression with induced smoothing
- Pairwise difference estimators of censored and truncated regression models
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Using quantile regression for duration analysis
- On a simple estimation procedure for censored regression models with known error distributions
- Quadratic mode regression
- Debiased machine learning of set-identified linear models
- Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Quantile regression based method for characterizing risk-specific behavioral patterns in relation to longitudinal left-censored biomarker data collected from heterogeneous populations
- Conditional quantile processes based on series or many regressors
- RCV-based error density estimation in the ultrahigh dimensional additive model
- On multivariate quantiles under partial orders
- Composite quantile regression for partially linear additive model with censored responses and its application
- Quantile regression for left-truncated semicompeting risks data
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
- Nonstationary nonlinear quantile regression
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Non-parametric maximum likelihood estimation of censored regression models
This page was built for publication: Least absolute deviations estimation for the censored regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1061446)