Strong convergence of LAD estimates in a censored regression model

zbMATH Open1076.62067MaRDI QIDQ2574656FDOQ2574656

Authors: Yixin Fang, Man Jin, Lincheng Zhao 

Publication date: 30 November 2005

Published in: Science in China. Series A (Search for Journal in Brave)

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zbMATH Keywords

strong consistencyBahadur representationconvergence rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Censored data models (62N01)

Cited In (6)

• Strong convergence rate of the least median absolute estimator in linear regression models
• THE STRONG CONSISTENCY OF THE ASYMMETRIC LEAST SQUARES ESTIMATORS IN NONLINEAR CENSORED REGRESSION MODELS
• Consistency ofl₁estimates in censored linear regression models
• Approximation by randomly weighting method in censored regression model
• Least absolute deviations estimation for the censored regression model
• Change-point estimation for censored regression model

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