Asymptotic efficiency in semi-parametric models with censoring

DOI10.1016/0304-4076(86)90038-2zbMath0604.62063OpenAlexW2083979183MaRDI 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

zbMATH Keywords

censoring nonnormality bivariate normal binary choice model information matrix bound semi-parametric case minimizing the partial information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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