Journal Article10.1016/0304-4076(86)90016-3
Censored regression quantiles
955
TL;DR: In this article, the form of the conditional quantiles for the censored regression models is heuristically derived and discussed, and the resulting estimators of the regression coefficients, which include the censored LAD estimator as a special case, are shown to be consistent and asymptotically normally distributed under appropriately translated versions of the corresponding assumptions for the former approach.
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About: This article is published in Journal of Econometrics. The article was published on 01 Jun 1986. The article focuses on the topics: Censored regression model & Quantile.
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References
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Least absolute deviations estimation for the censored regression model
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