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This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method...
Persistent link: https://www.econbiz.de/10003245917
Persistent link: https://www.econbiz.de/10003002309
Persistent link: https://www.econbiz.de/10001776095
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method...
Persistent link: https://www.econbiz.de/10011422120
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...
Persistent link: https://www.econbiz.de/10010263087
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...
Persistent link: https://www.econbiz.de/10010261568
Persistent link: https://www.econbiz.de/10001970313
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...
Persistent link: https://www.econbiz.de/10013319817