Strong convergence of LAD estimates in a censored regression model

MaRDI QIDQ2574656zbMATH OpenFDO

Authors Yixin Fang, Man Jin, Lincheng Zhao

Publication date 30 November 2005

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

zbMATH Keywords

Bahadur representationconvergence ratestrong consistency

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)

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Cited in

(7)

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

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