{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,5]],"date-time":"2026-06-05T15:56:11Z","timestamp":1780674971530,"version":"3.54.1"},"reference-count":23,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":6621,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1992,9]]},"abstract":"<jats:p>We introduce a semiparametric estimator for the censored linear regression model. It is based on the regression version of Huber's [6] M-estimator. It includes Powell's [19] censored least absolute deviations estimator as a special case and is related to Powell's [20] symmetrically censored least-squares estimator. We prove strong consistency and derive its asymptotic distribution which is \u221an-consistent with an easily computable covariance matrix. A small-scale simulation study shows that it works quite well in various cases.<\/jats:p>","DOI":"10.1017\/s0266466600012986","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:04Z","timestamp":1287393124000},"page":"368-382","source":"Crossref","is-referenced-by-count":12,"title":["Winsorized Mean Estimator for Censored Regression"],"prefix":"10.1017","volume":"8","author":[{"given":"Myoung-Jae","family":"Lee","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600012986_ref006","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177703732"},{"key":"S0266466600012986_ref007","first-page":"221","article-title":"The behavior of maximum likelihood estimates under nonstandard conditions","volume":"1","author":"Huber","year":"1967","journal-title":"Proceedings of the 5th Berkeley Symposium"},{"key":"S0266466600012986_ref013","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3950050202"},{"key":"S0266466600012986_ref021","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466600012986_ref012","article-title":"Quadratic mode regression","author":"Lee","year":"1992","journal-title":"Journal of Econometrics"},{"key":"S0266466600012986_ref002","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90010-2"},{"key":"S0266466600012986_ref005","first-page":"45","article-title":"Semiparametric M-estimation of censored linear regression models","volume":"7","author":"Horowitz","year":"1988","journal-title":"Advances in Econometrics"},{"key":"S0266466600012986_ref016","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004709"},{"key":"S0266466600012986_ref008","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176342503"},{"key":"S0266466600012986_ref009","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004400"},{"key":"S0266466600012986_ref010","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(89)90057-2"},{"key":"S0266466600012986_ref011","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90029-Q"},{"key":"S0266466600012986_ref015","doi-asserted-by":"publisher","DOI":"10.2307\/1913622"},{"key":"S0266466600012986_ref017","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5254-2"},{"key":"S0266466600012986_ref019","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(84)90004-6"},{"key":"S0266466600012986_ref020","doi-asserted-by":"publisher","DOI":"10.2307\/1914308"},{"key":"S0266466600012986_ref022","volume-title":"Numerical Recipes: The Art of Computing","author":"Press","year":"1986"},{"key":"S0266466600012986_ref023","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1980.10477560"},{"key":"S0266466600012986_ref003","volume-title":"Robust Statistics","author":"Hampel","year":"1986"},{"key":"S0266466600012986_ref004","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90012-6"},{"key":"S0266466600012986_ref014","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005284"},{"key":"S0266466600012986_ref001","volume-title":"Advanced Econometrics","author":"Amemiya","year":"1985"},{"key":"S0266466600012986_ref018","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004394"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600012986","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,16]],"date-time":"2019-05-16T20:56:07Z","timestamp":1558040167000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600012986\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,9]]},"references-count":23,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1992,9]]}},"alternative-id":["S0266466600012986"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600012986","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1992,9]]}}}