Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method

DOI10.1007/S10255-019-0812-ZMaRDI QIDQ2316307zbMATH OpenOpenAlexFDO

Authors Xianhui Liu, Zhanfeng Wang, Yaohua Wu

Publication date 26 July 2019

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-019-0812-z

zbMATH Keywords

asymptotic propertiescensored regression modelrandomly weightingvariable selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Applications of statistics to economics (62P20)

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Cited in

(6)

• Approximation by randomly weighting method in censored regression model
• Random weighting approximation for Tobit regression models with longitudinal data
• Random weighting method for censored regression model
• A randomly weighting approximation approach for two-tailed censored regression model
• Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study
• Robustness assessment of pretest and shrinkage estimators in censored semiparametric linear models

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