Wendelin Schnedler
This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the orginary 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 efficient and normally distributed.
Published. in Econometric Reviews (2005), 24(2) pp. 152-217.Note: some of the documents on this page are in PDF format. In order to view a PDF you will need Adobe Acrobat Reader
