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A genetic method of LAD estimation for models with censored data

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  • Zhou, Xiuqing
  • Wang, Jinde

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  • Zhou, Xiuqing & Wang, Jinde, 2005. "A genetic method of LAD estimation for models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 451-466, March.
    • Handle: RePEc:eee:csdana:v:48:y:2005:i:3:p:451-466
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    References listed on IDEAS

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    1. Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 197-213.
    2. Moshe Buchinsky & Jinyong Hahn, 1998. "An Alternative Estimator for the Censored Quantile Regression Model," Econometrica, Econometric Society, vol. 66(3), pages 653-672, May.
    3. Doherr, Thorsten & Czarnitzki, Dirk, 2002. "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers 02-41, ZEW - Leibniz Centre for European Economic Research.
    4. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
    5. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
    6. Fitzenberger, Bernd, 1994. "A note on estimating censored quantile regressions," Discussion Papers 14, University of Konstanz, Center for International Labor Economics (CILE).
    7. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
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    Cited by:

    1. Tang, Linjun & Zhou, Zhangong & Wu, Changchun, 2012. "Weighted composite quantile estimation and variable selection method for censored regression model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 653-663.
    2. Zhou, Xiuqing & Zhao, Jin, 2011. "Simple resampling methods of approximating the distribution of LAD estimators for doubly censored regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3333-3343, December.
    3. Yang, Zheng & Tian, Zheng & Yuan, Zixia, 2007. "GSA-based maximum likelihood estimation for threshold vector error correction model," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 109-120, September.
    4. Zhong, Pingshou & Cui, Hengjian, 2010. "Empirical likelihood for median regression model with designed censoring variables," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 240-251, January.
    5. Zhangong Zhou & Rong Jiang & Weimin Qian, 2013. "LAD variable selection for linear models with randomly censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 287-300, February.
    6. Qibing Gao & Xiuqing Zhou & Yanqin Feng & Xiuli Du & XiaoXiao Liu, 2021. "An empirical likelihood method for quantile regression models with censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 75-96, January.

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