THE STRONG CONSISTENCY OF THE ASYMMETRIC LEAST SQUARES ESTIMATORS IN NONLINEAR CENSORED REGRESSION MODELS Choi, Seung-Hoe; Kim, Hae-Kyung;
This paper deals with the strong consistency of the asymmetric least squares for the nonlinear censored regression models which includes dependent variables cut off midway by any of external conditions, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. One example is given to illustrate the application of the main result.
nonlinear censored regression model;asymmetric least square estimators;strong consistency;
Journal of Econometrics, 2000.
Communication in Statistics, 1994.