메뉴 건너뛰기




Volumn 136, Issue 4, 2006, Pages 1302-1316

Approximation to the distribution of LAD estimators for censored regression by random weighting method

Author keywords

Censored regression; LAD estimates; Linear programming; Random weighting

Indexed keywords


EID: 29444439689     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.09.010     Document Type: Article
Times cited : (20)

References (23)
  • 1
    • 0001646484 scopus 로고
    • Cox's regression model for counting process: A large sample study
    • P.K. Anderson R.D. Gill Cox's regression model for counting process: A large sample study Ann. Statist. 10 1982 1100-1120
    • (1982) Ann. Statist. , vol.10 , pp. 1100-1120
    • Anderson, P.K.1    Gill, R.D.2
  • 2
    • 0000540160 scopus 로고    scopus 로고
    • Simple resampling methods for censored regression quantiles
    • Y. Bilias S.N. Chen Z.L. Ying Simple resampling methods for censored regression quantiles J. Econometrics 99 2000 373-386
    • (2000) J. Econometrics , vol.99 , pp. 373-386
    • Bilias, Y.1    Chen, S.N.2    Ying, Z.L.3
  • 3
    • 0000112815 scopus 로고    scopus 로고
    • An alternative estimator for the censored quantile regression model
    • M. Buchinsky J. Hahn An alternative estimator for the censored quantile regression model Econometrica 66 1998 653-671
    • (1998) Econometrica , vol.66 , pp. 653-671
    • Buchinsky, M.1    Hahn, J.2
  • 4
    • 0002010584 scopus 로고
    • Quantile regression, censoring, and the structure of wages
    • C. Sims (Ed.) Sixth World Congress Cambridge University Press New York
    • G. Chamberlain Quantile regression, censoring, and the structure of wages In: C. Sims (Ed.), Advances in Econometrics, Sixth World Congress vol. 1 1994 Cambridge University Press New York pp. 171-209
    • (1994) Advances in Econometrics , vol.1 , pp. 171-209
    • Chamberlain, G.1
  • 5
    • 0011583951 scopus 로고    scopus 로고
    • Estimation of semiparametric censored regression models
    • K. Chay B. Honoré Estimation of semiparametric censored regression models an application to changes in black-white earnings inequality during the 1960s J. Human Resources 27 1998 4-38
    • (1998) J. Human Resources , vol.27 , pp. 4-38
    • Chay, K.1    Honoré, B.2
  • 6
    • 84963255844 scopus 로고
    • 1 estimates in censored linear regression models
    • 1 estimates in censored linear regression models Comm. Statist. Theory Methods 23 7 1994 1847-1858
    • (1994) Comm. Statist. Theory Methods , vol.23 , Issue.7 , pp. 1847-1858
    • Chen, X.R.1    Wu, Y.2
  • 8
    • 0003229532 scopus 로고    scopus 로고
    • A guide to censored quantile regressions
    • G.S. Maddala C.R. Rao (Eds.), North-Holland Amsterdam
    • B. Fitzenberger A guide to censored quantile regressions In: G.S. Maddala C.R. Rao (Eds.), Handbook of Statistics, Robust Inference vol. 15 1997 North-Holland Amsterdam pp. 405-437
    • (1997) Handbook of Statistics, Robust Inference , vol.15 , pp. 405-437
    • Fitzenberger, B.1
  • 9
    • 84974164969 scopus 로고
    • Censored regression quantiles
    • J. Hahn Censored regression quantiles J. Econometric Theory 11 1995 105-121
    • (1995) J. Econometric Theory , vol.11 , pp. 105-121
    • Hahn, J.1
  • 10
    • 0001338418 scopus 로고
    • A large sample study of the Bayesian bootstrap
    • A.Y. Lo A large sample study of the Bayesian bootstrap Ann. Statist. 15 1987 360-375
    • (1987) Ann. Statist. , vol.15 , pp. 360-375
    • Lo, A.Y.1
  • 12
    • 29444434722 scopus 로고
    • NSF-CBMS Regional Conference Series in Probability and Statistics Institute of Mathematical Statistics, Hayward
    • Pollard, D., 1990. Empirical Process: Theory and Application. NSF-CBMS Regional Conference Series in Probability and Statistics, vol. 2. Institute of Mathematical Statistics, Hayward.
    • (1990) Empirical Process: Theory and Application , vol.2
    • Pollard, D.1
  • 13
    • 0000729681 scopus 로고
    • Least absolute deviations estimation for the censored regression model
    • J.L. Powell Least absolute deviations estimation for the censored regression model J. Econometrics 25 1984 303-325
    • (1984) J. Econometrics , vol.25 , pp. 303-325
    • Powell, J.L.1
  • 14
    • 38249039685 scopus 로고
    • Censored regression quantiles
    • J.L. Powell Censored regression quantiles J. Econometrics 32 1986 143-145
    • (1986) J. Econometrics , vol.32 , pp. 143-145
    • Powell, J.L.1
  • 15
    • 0043195312 scopus 로고
    • Approximation to the distribution of M-estimates in linear models by randomly weighted bootsrap
    • C.R. Rao L.C. Zhao Approximation to the distribution of M-estimates in linear models by randomly weighted bootsrap Sankhyā 54 1992 323-331
    • (1992) Sankhyā , vol.54 , pp. 323-331
    • Rao, C.R.1    Zhao, L.C.2
  • 16
    • 1842443635 scopus 로고
    • Asymptotic normality of LAD estimator in censored regression models
    • C.R. Rao L.C. Zhao Asymptotic normality of LAD estimator in censored regression models Math. Methods Statist. 2 1993 228-239
    • (1993) Math. Methods Statist. , vol.2 , pp. 228-239
    • Rao, C.R.1    Zhao, L.C.2
  • 17
    • 0000135972 scopus 로고
    • The Bayesian bootstrap
    • D.B. Rubin The Bayesian bootstrap Ann. Statist. 9 1981 130-134
    • (1981) Ann. Statist. , vol.9 , pp. 130-134
    • Rubin, D.B.1
  • 19
    • 0011570573 scopus 로고
    • The Edgeworth expansion for the random weighting method
    • D. Tu Z. Zheng The Edgeworth expansion for the random weighting method Chinese J. Appl. Probab. Statist. 3 1987 340-347
    • (1987) Chinese J. Appl. Probab. Statist. , vol.3 , pp. 340-347
    • Tu, D.1    Zheng, Z.2
  • 20
    • 0001335808 scopus 로고
    • On a second-order asymptotic property of the Bayesian bootstrap
    • C.-S. Weng On a second-order asymptotic property of the Bayesian bootstrap Ann. Statist. 17 1989 705-710
    • (1989) Ann. Statist. , vol.17 , pp. 705-710
    • Weng, C.-S.1
  • 21
    • 1842434562 scopus 로고    scopus 로고
    • Least absolute deviations analysis of variance in censored regression models
    • Zhao, L.C., 2002. Least absolute deviations analysis of variance in censored regression models. Statist. Sinica 14, 333-347.
    • (2004) Statist. Sinica , vol.14 , pp. 333-347
    • Zhao, L.C.1
  • 22
    • 34447114788 scopus 로고    scopus 로고
    • Random weighting method for censored regression models
    • Zhao, L.C., Fang, Y.X., 2002. Random weighting method for censored regression models. Syst. Sci. Complex 17, 262-270.
    • (2002) Syst. Sci. Complex , vol.17 , pp. 262-270
    • Zhao, L.C.1    Fang, Y.X.2
  • 23
    • 0001581214 scopus 로고
    • Random weighting method
    • (in Chinese)
    • Zheng, Z., 1987. Random weighting method. Acta. Math. Appl. Sinica 10, 247-253 (in Chinese).
    • (1987) Acta. Math. Appl. Sinica , vol.10 , pp. 247-253
    • Zheng, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.