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Title:What you always wanted to know about censoring but never dared to ask PDF Logo
Authors:Schnedler, Wendelin
Issue Date:2003
Series/Report no.:Bonn econ discussion papers 2003,16
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 con- ditions the maximiser of this generalised likelihood has all the prop- erties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is asymptotically efficient and normally distributed.
Subjects:Censored variables
M-estimation
Multivariate methods
Random censoring
generalised likelihood
JEL:C13
C24
Document Type:Working Paper
Appears in Collections:Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn

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