Semiparametric robust estimation of truncated and censored regression models
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Cites work
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- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- M-estimation in censored linear models
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- Breakdown in Nonlinear Regression
- Censored Regression Quantiles
- Censored depth quantiles
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
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- Estimation of cross sectional and panel data censored regression models with endogeneity
- General trimmed estimation: robust approach to nonlinear and limited dependent variable models
- High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
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Cited in
(14)- A semiparametric regression estimator under left truncation and right censoring
- Robust restricted Liu estimator in censored semiparametric linear models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- scientific article; zbMATH DE number 1515416 (Why is no real title available?)
- scientific article; zbMATH DE number 5032934 (Why is no real title available?)
- Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models
- General trimmed estimation: robust approach to nonlinear and limited dependent variable models
- Semiparametric estimation of a truncated regression model
- Robust estimation for the Cox regression model based on trimming
- -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
- Robust ridge estimator in censored semiparametric linear models
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Estimators of regression parameters for truncated and censored data
- Generalized M-estimators for high-dimensional Tobit I models
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