The paper studies the problem of estimating the upper end point of a finite interval when the data come from a uniform distribution on this interval and are disturbed by normally distributed measurement errors with known variance. Maximum likelihood and method of moments estimators are...

This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 - 20, 2003, Schneeweiss (2003). It intends not only to outline the eventful life of Abraham Wald (1902 - 1950) in Austria and in the United States but also to present...

The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.