A weighted M-estimator for linear regression models with randomly truncated data

Jiang Du, Zhongzhan Zhang and Tianfa Xie

Statistics & Probability Letters, 2018, vol. 138, issue C, 90-94

Abstract: This paper considers M-estimation for randomly truncated data. We propose a new estimation for left truncated data, and establish the sample properties of the proposed estimator. Finite sample performance of the proposed estimator is investigated via simulation studies.

Keywords: M-estimator; Asymptotic normality; Truncated data; Quantile regression (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.02.055

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