On the uniqueness of the maximum likelihood estimator in truncated regression models

DOI10.1080/07474938908800171MaRDI QIDQ5750192zbMATH OpenOpenAlexFDO

Authors Chris D. Orme

Publication date 1989

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938908800171

zbMATH Keywords

maximum likelihoodlog-likelihood functionhessian matrixtruncated normal regression model

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• On Some Functions Involving Mill's Ratio
• Tobit models: A survey

Cited in

(7)

• Hybrid modelling for echo location and surface characterization
• Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
• A Truncated Maximum Likelihood Estimator of a Constrained Bivariate Linear Regression Coefficient
• A constrained interval-valued linear regression model: a new heteroscedasticity estimation method
• Almost sure uniqueness of a global minimum without convexity
• Multiple roots of the Tobit log-likelihood
• On the uniqueness of the maximum likelihood estimator.

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