Non-parametric maximum likelihood estimation of censored regression models

DOI10.1016/0304-4076(86)90011-4MaRDI QIDQ1083147zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1986

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(86)90011-4

zbMATH Keywords

asymptotic normalityconsistencyconsistent estimatorMonte Carlo experimentsrelative efficiencycensored linear regression modelmajorizing regression vectornon-parametric likelihood functionalPowell's least absolute deviations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

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• Nonparametric Estimation from Incomplete Observations
• Note on the Consistency of the Maximum Likelihood Estimate
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Regression analysis with randomly right-censored data
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• Robust Statistics
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Cited in

(24)

• Censored multiple regression by the method of average derivatives
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
• Semiparametric estimation of employment duration models
• Nonparametric Estimation under Censoring and Passive Registration
• Quantile regression under random censoring.
• Pairwise difference estimators of censored and truncated regression models
• Randomly censored partially linear single-index models
• Partially Adaptive Estimation of the Censored Regression Model
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
• A semi-parametric censored regression estimator
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• Consistency of the NPML Estimator in the Right-Censored Transformation Model
• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• Estimation in nonparametric location-scale regression models with censored data
• Nonparametric estimation of regression parameters from censored data with a discrete covariate
• Nonparametric model checks in censored regression
• scientific article; zbMATH DE number 4096605 (Why is no real title available?)
• Recent contributions to censored regression models
• Nonparametric regression with filtered data
• Likelihood Estimation for Censored Random Vectors
• scientific article; zbMATH DE number 5711170 (Why is no real title available?)
• A necessary and sufficient condition for justifying non-parametric likelihood with censored data

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