An em algorithm for the heteroscedastic regression models with censored data

Chihwa Kao

doi:10.1016/0165-1765(85)90134-X

An em algorithm for the heteroscedastic regression models with censored data

Chihwa Kao

Department of Economics

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Pages (from-to)	91-96
Number of pages	6
Journal	Economics Letters
Volume	17
Issue number	1-2
DOIs	https://doi.org/10.1016/0165-1765(85)90134-X
State	Published - 1985

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/0165-1765(85)90134-X

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title = "An em algorithm for the heteroscedastic regression models with censored data",

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.",

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An em algorithm for the heteroscedastic regression models with censored data

Abstract

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