An em algorithm for the heteroscedastic regression models with censored data

Chihwa Kao

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

This paper proposes an EM algorithm for the heteroscedastic regression models with censored data. The uniqueness of the EM algorithm is discussed. An iteratively reweighted least squares estimator is proposed.

Original languageEnglish (US)
Pages (from-to)91-96
Number of pages6
JournalEconomics Letters
Volume17
Issue number1-2
DOIs
StatePublished - 1985

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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