作者：SMITH, RL
摘要：In an earlier paper, the author has studied asymptotic properties of maximum likelihood estimates for a class of nonregular models in which the range of the distribution depends on unknown parameters. Examples include Weibull and extreme value distributions. The present paper is concerned with the extension of this theory to the case when covariates are present. The proposed solution involves solving a linear programming problem for the regression parameters, followed by maximisation of a pseu...
