Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22865
Authors: 
Schnedler, Wendelin
Year of Publication: 
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

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.