Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables
From MaRDI portal
Publication:5086140
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
bootstrap confidence intervalsupper tail dependenceright-censoringcustomer churnfrequentist data augmentationlatent-dependent variables
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of Relationships for Limited Dependent Variables
- Efficient Bayesian inference for Gaussian copula regression models
- QRM
- CopulaModel
- Semiparametric estimation of a bivariate Tobit model
- Tobit models: A survey
- An introduction to copulas.
- Estimation of consumer demand systems with binding non-negativity constraints
- Bayes inference in the Tobit censored regression model
- Random weighting approximation for Tobit regression models with longitudinal data
- Estimation of the SUR Tobit model via the MCECM algorithm.
- Tobit model with covariate dependent thresholds
- Copula Modeling: An Introduction for Practitioners
- Dependence Modeling with Copulas
- Testing the Normality Assumption in the Tobit Model
- Better Bootstrap Confidence Intervals
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Analysis of multivariate probit models
- Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
- A Goodness-of-fit Test for Copulas
- More on testing the normality assumptionin the Tobit Model
- Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model
- On the preservation of copula structure under truncation
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Maximum Likelihood Estimation of Misspecified Models