The paper studies the problem of estimating the upper end point of a finite interval when the data come from a uniform distribution on this interval and are disturbed by normally distributed measurement errors with known variance. Maximum likelihood and method of moments estimators are...

This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 - 20, 2003, Schneeweiss (2003). It intends not only to outline the eventful life of Abraham Wald (1902 - 1950) in Austria and in the United States but also to present...

A problem statistical o±ces are increasingly faced with is guaranteeing confidentiality when releasing microdata sets. One method to provide safe microdata to is to reduce the information content of a data set by means of masking procedures. A widely discussed masking procedure is...

In a structural error model the structural quasi score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician...

We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error...

Various estimators of the reduced form of a block recursive model are investigated and compared to each other. In particular it is shown that the structural reduced form estimator, which results from estimating separately each block of the block recursive model by some efficient method and then...

If rounded data are used in estimating moments and regression coffiecients, the estimates are typically more or less biased. The purpose of the paper is to study the bias inducing effect of rounding, which is also seen when population moments intstead of their estimates are considered. Under...

The paper is a survey of recent investigations by the authors and others into the relative efficiencies of structural and functional estimators of the regression parameters in a measurement error model. While structural methods, in particular the quasi-score (QS) method, take advantage of the...

A problem statistical offices are increasingly faced with is guaranteeing confidentiality when releasing microdata sets. One method to provide safe microdata is to reduce the information content of a data set by means of masking procedures. A widely discussed masking procedure is...