Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.

Anido, Carmen, and Valdés, Teófilo. "Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.." Revista Matemática Complutense 13.1 (2000): 137-159. <http://eudml.org/doc/44386>.

@article{Anido2000,
abstract = {In this paper, we consider a simple iterative estimation procedure for censored regression models with symmetrical exponential error distributions. Although each step requires to impute the censored data with conditional medians, its tractability is guaranteed as well as its convergence at geometrical rate. Finally, as the final estimate coincides with a Huber M-estimator, its consistency and asymptotic normality are easily proved.},
author = {Anido, Carmen, Valdés, Teófilo},
journal = {Revista Matemática Complutense},
keywords = {Análisis de regresión; Regresión lineal; Muestreo censurado; Estimador de máxima verosimilitud; iterative estimation procedure; censored regression; consistency; asymptotic normality},
language = {eng},
number = {1},
pages = {137-159},
title = {Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.},
url = {http://eudml.org/doc/44386},
volume = {13},
year = {2000},
}

TY - JOUR
AU - Anido, Carmen
AU - Valdés, Teófilo
TI - Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.
JO - Revista Matemática Complutense
PY - 2000
VL - 13
IS - 1
SP - 137
EP - 159
AB - In this paper, we consider a simple iterative estimation procedure for censored regression models with symmetrical exponential error distributions. Although each step requires to impute the censored data with conditional medians, its tractability is guaranteed as well as its convergence at geometrical rate. Finally, as the final estimate coincides with a Huber M-estimator, its consistency and asymptotic normality are easily proved.
LA - eng
KW - Análisis de regresión; Regresión lineal; Muestreo censurado; Estimador de máxima verosimilitud; iterative estimation procedure; censored regression; consistency; asymptotic normality
UR - http://eudml.org/doc/44386
ER -