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Strong convergence of LAD estimates in a censored regression model

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Abstract

A regression model with a nonnegativity constraint on the dependent variable, known as censored median regression model, is considered. Under some mild conditions, the LAD estimate of the regression coefficient is shown to be strongly consistent. Furthermore, its convergence rate and Bahadur strong representation are also obtained.

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Authors and Affiliations

  1. Department of Statistics and Finance, University of Science and Technology of China, 230026, Hefei, China

    Yixin Fang, Man Jin & Lincheng Zhao

Authors
  1. Yixin Fang
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  2. Man Jin
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  3. Lincheng Zhao
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Correspondence to Yixin Fang.

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Fang, Y., Jin, M. & Zhao, L. Strong convergence of LAD estimates in a censored regression model. Sci. China Ser. A-Math. 48, 155–168 (2005). https://doi.org/10.1360/03ys0166

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  • DOI: https://doi.org/10.1360/03ys0166

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