Tobit regression model with parameters of increasing dimensions

被引：1

作者：

Ding, Hao ^{[1
]}

Wang, Zhanfeng ^{[1
]}

Wu, Yaohua ^{[1
]}

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 120卷

基金：

中国国家自然科学基金;

关键词：

Tobit regression model; Least absolute deviation; Increasing dimensions; Asymptotic properties; M-ESTIMATORS; ASYMPTOTIC-BEHAVIOR; ROBUST REGRESSION; APPROXIMATION; CONSISTENCY; P2/N;

D O I：

10.1016/j.spl.2016.09.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Tobit regression model is studied with covariates of increasing dimensions. Asymptotic properties of the parameter estimator, such as consistency and normality, are obtained. Numerical studies including simulation results and an application to a women's labor supply dataset show that the proposed estimator performs well. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：1 / 7

页数：7

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