Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/10419/20082| Title: | What You Always Wanted to Know About Censoring But Never Dared to Ask - Parameter Estimation for Censored Random Vectors |
| Keywords: | C13 C24 ddc:330 censored variables M-estimation multivariate methods random censoring generalised likelihood Tobit-Modell Schätztheorie Theorie |
| Issue Date: | 16-Oct-2013 |
| Publisher: | |
| Description: | This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the ordinary likelihood as well as particular ?likelihoods? used for estimation in several censoring models. Under regularity conditions the maximiser of this generalised likelihood has all the properties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is asymptotically efficient and normally distributed. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/20082 |
| Other Identifiers: | http://hdl.handle.net/10419/20082 ppn:367381028 |
| Appears in Collections: | EconStor |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.