Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
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Publication:3768182
DOI10.2307/1913600zbMath0631.62042OpenAlexW2062176045MaRDI QIDQ3768182
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913600
semiparametric estimationlower boundsadaptive estimationfunctional formasymptotic boundsasymptotic variancesTobit modellatent variable modelcensored regression modelerror distributionslope parameterbinary choice modelcensored nonlinear regression modelfixed censoring pointregular distribution-free estimators
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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