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stat.ME2023
Generalized M-Estimation in Censored Regression Model under Endogeneity
Swati Shukla, Subhra Sankar Dhar, Shalabh
We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we…
stat.ME2023
Inspecting discrepancy between multivariate distributions using half-space depth based information criteria
Pratim Guha Niyogi, Subhra Sankar Dhar
This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In th…