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Strong convergence of LAD estimates in a censored regression model
Authors:Email author" target="_blank">Yixin?FangEmail author  Man?Jin  Lincheng?Zhao
Institution:Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China
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.
Keywords:censored regression  LAD estimator  strong consistency  convergence rate  Bahadur representation  
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