Single index regression models with randomly left-truncated data

01/19/2018

∙

by   Kong Lingtao, et al.

∙

0

∙

share

In this paper, based on the kernel estimator proposed by Ould-Said and Lemdani (Ann. Instit. Statist. Math. 2006), we develop some new generalized M-estimator procedures for single index regression models with left-truncated responses. The consistency and asymptotic normality of our estimators are also established. Some simulation studies are given to investigate the finite sample performance of the proposed estimators.