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

作者：Du, Jiang^*; Zhang, Zhongzhan; Xie, Tianfa

来源：Statistics & Probability Letters, 2018, 138: 90-94.

DOI：10.1016/j.spl.2018.02.055

• M-estimator
• Asymptotic normality
• Truncated data
• Quantile regression

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.

• 出版日期2018-7
• 单位北京工业大学