Maximum Likelihood Estimation of the Distributions of Two Stochastically Ordered Random Variables

1966 ◽  
Vol 61 (316) ◽  
pp. 1067-1080 ◽  
Author(s):  
H. D. Brunk ◽  
W. E. Franck ◽  
D. L. Hanson ◽  
R. V. Hogg
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Random Variables ◽  
Likelihood Estimation

scholarly journals DECONVOLUTING PREFERENCES AND ERRORS: A MODEL FOR BINOMIAL PANEL DATA

2010 ◽  
Vol 26 (6) ◽  
pp. 1846-1854 ◽  
Author(s):  
Mogens Fosgerau ◽  
Søren Feodor Nielsen
Keyword(s):  
Maximum Likelihood ◽  
Panel Data ◽  
Maximum Likelihood Estimation ◽  
Unknown Parameter ◽  
Random Variables ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Choice Experiments ◽  
Stated Choice ◽  
Stated Choice Experiments

In many stated choice experiments researchers observe the random variablesVt,Xt, andYt= 1{U+δ⊤Xt+ εt<Vt},t≤T, whereδis an unknown parameter andUand εtare unobservable random variables. We show that under weak assumptions the distributions ofUand εtand also the unknown parameterδcan be consistently estimated using a sieved maximum likelihood estimation procedure.

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