Least absolute deviations estimation for the censored regression model

Maximum Likelihood from Incomplete Data Via the EM Algorithm

1977 • 46,601 citations

Nonparametric Estimation from Incomplete Observations

1992 • 45,923 citations

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

A Simplex Method for Function Minimization

1965 • 27,535 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Specification Tests in Econometrics

1978 • 17,234 citations

The Statistical Analysis of Failure Time Data.

1981 • 10,224 citations

On Estimation of a Probability Density Function and Mode

1962 • 9,957 citations

Nonparametric Estimation from Incomplete Observations

1958 • 7,673 citations

Estimation of Relationships for Limited Dependent Variables

1958 • 6,642 citations

Robust Estimation of a Location Parameter

1964 • 6,342 citations

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models

1976 • 5,019 citations

The behavior of maximum likelihood estimates under nonstandard conditions

1967 • 4,602 citations

An efficient method for finding the minimum of a function of several variables without calculating derivatives

1964 • 4,391 citations

Applied Nonlinear Programming

1972 • 2,567 citations

Robust Tests for Heteroscedasticity Based on Regression Quantiles

1982 • 1,642 citations

Regression Analysis when the Dependent Variable Is Truncated Normal

1973 • 1,147 citations

Linear regression with censored data

1979 • 988 citations

Asymptotic Theory of Least Absolute Error Regression

1978 • 442 citations

Trimmed Least Squares Estimation in the Linear Model

1980 • 436 citations

Nonlinear Regression on Cross-Section Data

1980 • 375 citations

One-Step Huber Estimates in the Linear Model

1975 • 348 citations

An Investigation of the Robustness of the Tobit Estimator to Non-Normality

1982 • 307 citations

ABNORMAL SELECTION BIAS

1983 • 275 citations

Two Stage Least Absolute Deviations Estimators

1982 • 243 citations

Tests of Linear Hypotheses and l"1 Estimation

1982 • 238 citations

On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables

1982 • 195 citations

Further evidence on the robustness of the Tobit estimator to heteroskedasticity

1981 • 188 citations

The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators

1983 • 142 citations

Asymptotic Relations of $M$-Estimates and $R$-Estimates in Linear Regression Model

1977 • 116 citations

Trimmed Least Squares Estimation in the Linear Model

1980 • 108 citations

One-Step Huber Estimates in the Linear Model

1975 • 70 citations

The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm

1982 • 70 citations

Specification Errors in Limited Dependent Variable Models

1975 • 37 citations