Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
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Publication:1586550
DOI10.1016/S0304-4076(00)00020-8zbMATH Open1079.62554MaRDI QIDQ1586550FDOQ1586550
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
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- Regression Quantiles
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- Semiparametric Estimation of Index Coefficients
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Two-step estimation of heteroskedastic sample selection models
Cited in
(16)- Binary quantile regression with local polynomial smoothing
- Fitting censored quantile regression by variable neighborhood search
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
- Local partitioned quantile regression
- Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
- A data-driven smooth test of symmetry
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Heteroscedasticity and distributional assumptions in the censored regression model
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Shrinkage and Pretest Nonparametric Estimation of Regression Parameters from Censored Data with Multiple Observations at Each Level of Covariate
- Two-step estimation of semiparametric censored regression models
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Semiparametric estimation of a heteroskedastic sample selection model
- Exact computation of censored least absolute deviations estimator
- Laplace approximated quasi-likelihood method for heteroscedastic survival data
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