Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions

DOI10.1007/S00180-018-0856-1zbMath1417.62280OpenAlexW2902975624WikidataQ128895365 ScholiaQ128895365MaRDI QIDQ1729330

Dey, Dipak K., Marcos Oliveira Prates, Victor Hugo Lachos, Celso Rômulo Barbosa Cabral

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0856-1

zbMATH Keywords

heavy-tailsfinite mixture modelsEM-type algorithmsTobit modelcensored regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Censored data models (62N01)

Related Items (4)

Mixture of linear experts model for censored data: a novel approach with scale-mixture of normal distributions ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Regression modeling of censored data based on compound scale mixtures of normal distributions ⋮ Valid properties of truncated Student-\(t\) regression model with applications in analysis of censored data

Uses Software

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• tlmec
• CensMixReg
• bssn

Cites Work

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