Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model

DOI10.1080/02664763.2016.1155204OpenAlexW2321548343MaRDI QIDQ5138230

Francisco Louzada, Paulo H. Ferreira

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1155204

zbMATH Keywords

truncationbivariate datadata augmentationbootstrap confidence intervalsTobit model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables ⋮ Bayesian estimation of Archimedean copula-based SUR quantile models

Uses Software

• QRM
• bootstrap

Cites Work

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