Maximum likelihood estimation for conditional distribution single-index models under censoring
نویسندگان
چکیده
منابع مشابه
Maximum likelihood estimation for conditional distribution single-index models under censoring
A new likelihood approach is proposed for the problem of semiparametric estimation of a conditional distribution or density under censoring. Consistency and asymptotic normality for two versions of the maximum likelihood estimator of the parameter vector in the single index model are proved. The single-index model considered can be seen as a useful tool for credit scoring and estimation of the ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.07.012