摘要
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.
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.
基金
supported by the National Natural Science Foundation of China(Grant No.10171094)
Ph.D.Program Foundation of the Ministry of Education of China
Special Foundations of the Chinese Academy of Sciences and University of Science and Technology of China.
