Lewbel, Arthur; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2000
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m …(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides … estimators of m(x) and its derivatives. The convergence rate is the same as for an uncensored nonparametric regression and its …