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Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn >
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http://hdl.handle.net/10419/22865
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| Title: | | What you always wanted to know about censoring but never dared to ask  |
| 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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