Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
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Publication:5078447
DOI10.1080/03610926.2018.1563167OpenAlexW2913392832WikidataQ128546360 ScholiaQ128546360MaRDI QIDQ5078447
Francisco Louzada, Paulo H. Ferreira
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1563167
data augmentationbootstrap confidence intervalsconsumption datatrivariate one-parameter Clayton copulatwo-stage maximum likelihood estimation
Uses Software
Cites Work
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