Heteroscedasticity and distributional assumptions in the censored regression model

DOI10.1080/03610918.2013.851217MaRDI QIDQ5265828zbMATH OpenOpenAlexFDO

Authors

Publication date 29 July 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.851217

zbMATH Keywords

censored regressionnonnormalitypartially adaptive estimatorstobit

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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Cites work

• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• A generalization of the beta distribution with applications
• A Monte Carlo comparison of estimators for censored regression models
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Autoregressive Conditional Density Estimation
• Estimation of Relationships for Limited Dependent Variables
• Financial data and the skewed generalized t distribution
• scientific article; zbMATH DE number 3907636 (Why is no real title available?)
• scientific article; zbMATH DE number 5032934 (Why is no real title available?)
• Least absolute deviations estimation for the censored regression model
• On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Robust estimation based on grouped-adjusted data in censored regression models
• Sample Selection Bias as a Specification Error
• Specification tests for distributional assumptions in the Tobit model
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Tobit models: A survey

Cited in

(6)

• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
• A class of asymmetric regression models for left-censored data
• Censored Normal Regression with Measurement Error on the Dependent Variable
• Estimation in censored samples when there is heteroskedasticity
• Heteroscedastic Transformation Models With Covariate Dependent Censoring

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