Template-Type: ReDIF-Paper 1.0
Title: What you always wanted to know about censoring but never dared to ask
Author-Name: Wendelin Schnedler
Author-Email: 
Classification-JEL: C130, C240 
Keywords:  Censored variables; M-estimation; Multivariate methods; Random censoring; generalised likelihood
Abstract:   This article considers a wide class of censoring problems and presents a construction rule for an objective 
	function. This objective function generalises the ordinary likelihood as well as particular "likelihoods" used for 
	estimation in several censoring models. Under regularity conditions the maximiser of this generalised likelihood has 
	all the properties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is 
	asymptotically e±cient and normally distributed. 
Note: 
Length: 26
Creation-Date: 2003-07	
Revision-Date: 
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonedp/bgse16_2003.pdf
File-Format: application/pdf
Handle: RePEc:bon:bonedp:bgse16_2003