Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
删失位置—尺度回归模型的非参数识别与估计
In this article we consider identification and estimation of a censored nonparametric location scale-model. We first show that in the case where the location function is strictly less than the (fixed) censoring point for all values in the support of the explanatory variables, the location function is not identified anywhere. In contrast, when the location function is greater or equal to the censoring point with positive probability, the location function is identified on the…