Semiparametric robust estimation of truncated and censored regression models

DOI10.1016/J.JECONOM.2012.02.002zbMATH Open1443.62440OpenAlexW3123914398MaRDI QIDQ527951FDOQ527951

Authors: P. Čížek 

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/975436/2008-34.pdf

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zbMATH Keywords

asymptotic normalitytrimmingrobust estimationone-step estimationcensored regressiontruncated regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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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
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

Uses Software

• semml

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