Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables

DOI10.1080/03610918.2017.1375521OpenAlexW2752599441MaRDI QIDQ5086140

Francisco Louzada, Paulo H. Ferreira

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1375521

zbMATH Keywords

bootstrap confidence intervalsupper tail dependenceright-censoringcustomer churnfrequentist data augmentationlatent-dependent variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items

Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Semiparametric estimation of Nelson–Olson simultaneous Tobit model

Uses Software

• R
• QRM
• bootstrap
• CopulaModel

Cites Work

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