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Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models - MaRDI portal

Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models (Q1260677)

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scientific article; zbMATH DE number 370489
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English
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
scientific article; zbMATH DE number 370489

    Statements

    Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models (English)
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    25 August 1993
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    new simulation method
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    multidimensional probability integrals
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    maximum likelihood estimation
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    limited dependent variable models
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    simulated choice probabilities
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    unbiased
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    continuous and differentiable function
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    bounded
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    acceptance-rejection methods
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