TY  - RPRT
        AU  - Schnedler, Wendelin
        TI  - What You Always Wanted to Know About Censoring But Never Dared to Ask – Parameter Estimation for Censored Random Vectors
        PY  - 2003/Jul/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 837
        UR  - https://www.iza.org/publications/dp837
        AB  - 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
efficient and normally distributed.
        KW  - M-estimation
KW  - censored variables
KW  - generalised likelihood
KW  - multivariate methods
KW  - random censoring
        ER  -