Showing 1 - 10 of 100
Persistent link: https://www.econbiz.de/10001551047
Persistent link: https://www.econbiz.de/10001661278
This paper proposes new estimators of the latent regression function in nonparametric censored and truncated regression models. Our estimators are computationally convenient, consisting only of two nonparametric regressions and a univariate integral. We establish consistency and asymptotic...
Persistent link: https://www.econbiz.de/10014116321
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides estimators of m(x) and its derivatives. The convergence rate...
Persistent link: https://www.econbiz.de/10012771058
Persistent link: https://www.econbiz.de/10002913039
Persistent link: https://www.econbiz.de/10012881204
Persistent link: https://www.econbiz.de/10009632055
Persistent link: https://www.econbiz.de/10003571351
Persistent link: https://www.econbiz.de/10011973796
Persistent link: https://www.econbiz.de/10001732273