Properties of the QME under asymmetrically distributed disturbances
The quadratic mode regression estimator has been suggested for truncated regression models where symmetry characterizes the distribution of disturbances. In this paper the estimator is shown to be consistent and asymptotically normal distributed under asymmetrically distributed disturbances.
Year of publication: |
2001
|
---|---|
Authors: | Laitila, Thomas |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 4, p. 347-352
|
Publisher: |
Elsevier |
Keywords: | Truncation Regression Semiparametric Consistency Asymptotic distribution |
Saved in:
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