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

DOI10.1080/07474938908800171zbMATH Open0718.62150OpenAlexW1966068558MaRDI QIDQ5750192FDOQ5750192

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

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zbMATH Keywords

maximum likelihoodlog-likelihood functionhessian matrixtruncated normal regression model

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Tobit models: A survey
• On Some Functions Involving Mill's Ratio

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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