|
EconStor >
Forschungsinstitut zur Zukunft der Arbeit (IZA), Bonn >
IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA) >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/20082
|
| | |
Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Schnedler, Wendelin | | en_US |
| dc.date.accessioned | | 2009-01-28T16:11:28Z | | - |
| dc.date.available | | 2009-01-28T16:11:28Z | | - |
| dc.date.issued | | 2003 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/20082 | | - |
| dc.description.abstract | | 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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | | | en_US |
| dc.relation.ispartofseries | | IZA Discussion paper series 837 | | en_US |
| dc.subject.jel | | C13 | | en_US |
| dc.subject.jel | | C24 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | censored variables | | en_US |
| dc.subject.keyword | | M-estimation | | en_US |
| dc.subject.keyword | | multivariate methods | | en_US |
| dc.subject.keyword | | random censoring | | en_US |
| dc.subject.keyword | | generalised likelihood | | en_US |
| dc.subject.stw | | Tobit-Modell | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | What You Always Wanted to Know About Censoring But Never Dared to Ask - Parameter Estimation for Censored Random Vectors | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 367381028 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|