Model checking in Tobit regression via nonparametric smoothing

DOI10.1016/j.jmva.2013.11.017zbMath1359.62126OpenAlexW2031533216MaRDI QIDQ2637601

Shan Liu, Hira L. Koul, Wei-xing Song

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.017

zbMATH Keywords

consistency and local powerTobit regression modelZheng's test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items

Model diagnostics of parametric Tobit model based on cumulative residuals, Multidimensional specification test based on non-stationary time series, Model checking in Tobit regression with measurement errors using validation data

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