Non-parametric maximum likelihood estimation of censored regression models
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Publication:1083147
DOI10.1016/0304-4076(86)90011-4zbMath0604.62034MaRDI QIDQ1083147
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
consistency; asymptotic normality; consistent estimator; relative efficiency; Monte Carlo experiments; censored linear regression model; majorizing regression vector; non-parametric likelihood functional; Powell's least absolute deviations
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
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