On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data
We investigate the parametric maximum likelihood estimator for truncated data when the truncation value is different according to the observed individual or item. We extend Lehmann’s proof (1983) of the asymptotic properties of the parametric maximum likelihood estimator in the case of independent n...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2016-02-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25850503.pdf |