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Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring—Solution

✍ Scribed by Canals, José (author);Gurmu, Shiferaw (author)


Book ID
121275622
Publisher
Cambridge University Press
Year
1997
Tongue
English
Weight
85 KB
Volume
13
Category
Article
ISSN
0266-4666

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The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla