Heteroscedasticity and distributional assumptions in the censored regression model

DOI10.1080/03610918.2013.851217zbMATH Open1328.62486OpenAlexW2078869916MaRDI QIDQ5265828FDOQ5265828

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

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zbMATH Keywords

censored regressionnonnormalitytobitpartially adaptive estimators

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Least absolute deviations estimation for the censored regression model
• Regression Analysis when the Dependent Variable Is Truncated Normal
• A generalization of the beta distribution with applications
• Sample Selection Bias as a Specification Error
• Financial data and the skewed generalized \(t\) distribution
• Tobit models: A survey
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Robust estimation based on grouped-adjusted data in censored regression models
• Autoregressive Conditional Density Estimation
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Monte Carlo comparison of estimators for censored regression models
• On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
• Specification tests for distributional assumptions in the Tobit model
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions

Cited In (4)

• Censored Normal Regression with Measurement Error on the Dependent Variable
• Estimation in censored samples when there is heteroskedasticity
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
• Heteroscedastic Transformation Models With Covariate Dependent Censoring

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