A semi-parametric censored regression estimator

DOI10.1016/0304-4076(86)90010-2zbMath0604.62062OpenAlexW1996148734MaRDI 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 sievescensored regression modelestimating regression coefficientquasi maximum likelihood estimation methodsemi-parametric methodspline approximation to densityStrong consistency of parameter estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Numerical computation using splines (65D07) Linear regression; mixed models (62J05)

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