Tobit regression model with parameters of increasing dimensions

DOI10.1016/J.SPL.2016.09.006zbMATH Open1349.62131OpenAlexW2521459515MaRDI QIDQ342736FDOQ342736

Yaohua Wu, Hao Ding, Zhanfeng Wang

Publication date: 18 November 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.09.006

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zbMATH Keywords

asymptotic propertiesleast absolute deviationincreasing dimensionsTobit regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Least absolute deviations estimation for the censored regression model
• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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• Group variable selection and estimation in the Tobit censored response model
• On M-processes and M-estimation
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Approximation by randomly weighting method in censored regression model
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic normality of LAD estimator in censored regression models
• Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
• On parameters of increasing dimensions
• Random weighting approximation for Tobit regression models with longitudinal data
• Consistency ofl₁estimates in censored linear regression models

Cited In (1)

• Tobit model with covariate dependent thresholds

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