A distribution-free least squares estimator for censored linear regression models
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Publication:1096990
DOI10.1016/0304-4076(86)90012-6zbMath0634.62034OpenAlexW2060109194MaRDI QIDQ1096990
Publication date: 1986
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(86)90012-6
Monte Carlo studyMonte Carlo resultsConsistencybeta distributioncensored regression modelKaplan-Meier estimationquantile estimatorsfinite-sample propertiesdistribution-free least squares estimatorRoy's maximum root test
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Cites Work
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- Consistency results for linear regression with censored data
- Least absolute deviations estimation for the censored regression model
- Regression analysis with randomly right-censored data
- Nonparametric Estimation from Incomplete Observations
- Linear regression with censored data
- Least squares regression with censored data
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