Asymptotic efficiency in semi-parametric models with censoring
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Publication:1083159
DOI10.1016/0304-4076(86)90038-2zbMath0604.62063MaRDI QIDQ1083159
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)90038-2
censoring; nonnormality; bivariate normal; binary choice model; information matrix bound; semi-parametric case minimizing the partial information
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
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