| A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS |
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| 引用本文： | 陈希孺,朱力行. A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS[J]. 数学物理学报(B辑英文版), 1998, 0(4) |
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| 作者姓名： | 陈希孺 朱力行 |
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| 作者单位： | Chen Xiru (The Graduate School，University of Science and Technology of China，Peking 100039，China)Zhu Lixing (Institute of Applied Math.，Academia Sinica，Peking 100080，China) |
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| 摘 要： | 1IntroductionConsiderthelinearregressioumodelcensoredfromtheleft:K=m{K,0}=rnax{Z:W ei,0},1Si5n,(1.1)whereZi=(1,X:),,15i5n,7o=(ac,P6)'(1'2)ThedimensionalityofXiisd21.WeobBerve(Xi,K)',1SiSn.Basedontheseobservations,wetrytogivesomeestimationofac,ortesthypothesisonit.Themodelwasfirstconsideredbycabin[llundertheassumptionthatelfe2,''arelid.withacommonnormaldistributionN(0,rs:).HedefinedtheMLEof7o,whichnowisusuallyknownastheTobinestimator.TheconsistencyOfthisestimatorwasestablishedbyAmend…
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A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS |
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| Chen Xiru. A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS[J]. Acta Mathematica Scientia, 1998, 0(4) |
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| Authors: | Chen Xiru |
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| Abstract: | |
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| Keywords: | Censoring linear models Tobin-type estimate. |
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