Recent contributions to censored regression models

Radhakrishna Rao, C. ; Zhao, L. C. (1995) Recent contributions to censored regression models Metrika, 42 (1). pp. 203-213. ISSN 0026-1335

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A brief survey of estimation of parameters in a censored regression model (known as the Tobit model) and some details of the properties of LAD (least absolute deviation) estimates and tests of significance of linear hypotheses are given.

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:Censored Regression Model; Least Absolute Deviation Estimation; Tests of Linear Hypotheses; Tobit Model; Weak Consistency
ID Code:71659
Deposited On:25 Nov 2011 12:34
Last Modified:25 Nov 2011 12:34

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