A semi-parametric censored regression estimator

DOI10.1016/0304-4076(86)90010-2zbMath0604.62062MaRDI QIDQ1083158

Gregory M. Duncan

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)90010-2

zbMATH Keywords

method of sieves; censored regression model; estimating regression coefficient; quasi maximum likelihood estimation method; semi-parametric method; spline approximation to density; Strong consistency of parameter estimates

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

65D07: Numerical computation using splines

62J05: Linear regression; mixed models

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