English, Article, Journal or magazine article edition: What you always wanted to know about censoring but never dared to ask Wendelin Schnedler

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Bookmark: http://trove.nla.gov.au/version/52361
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • What you always wanted to know about censoring but never dared to ask
Author
  • Wendelin Schnedler
Physical Description
  • preprint
Notes
  • This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the orginary likelihood as well as particular "likelihoods" used for estimation in several censoring models. Under regularity conditions the maximiser of this generalised likelihood has all the properties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is asymptotically efficient and normally distributed.
  • RePEc:bri:cmpowp:03/​082
  • 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 maximiser of this generalised likelihood has all the properties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is asymptotically e±cient and normally distributed.
  • Censored variables; M-estimation; Multivariate methods; Random censoring; generalised likelihood
  • RePEc:bon:bonedp:bgse16_2003
Language
  • English
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