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  • Search: subject:"robust esti- mation"
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Asymptotic normality 1 censored regression 1 one-step estimation 1 robust esti- mation 1 trimming 1 truncated regression 1
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Free 1
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Book / Working Paper 1
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Cizek, Pavel 1
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Tilburg University, Center for Economic Research 1
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Discussion Paper / Tilburg University, Center for Economic Research 1
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RePEc 1
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Semiparametric Robust Estimation of Truncated and Censored Regression Models
Cizek, Pavel - Tilburg University, Center for Economic Research - 2008
Many estimation methods of truncated and censored regression models such as the maximum likelihood and symmetrically censored least squares (SCLS) are sensitive to outliers and data contamination as we document. Therefore, we propose a semipara- metric general trimmed estimator (GTE) of...
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