Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses

DOI10.1016/j.jmva.2023.105174zbMath1520.62047OpenAlexW4323046971MaRDI QIDQ6097547

Christian E. Galarza, Larissa A. Matos, Katherine A. L. Valeriano, Victor Hugo Lachos

Publication date: 5 June 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105174

zbMATH Keywords

EM algorithmmissing observationscensored datatruncated distributionsextended skew-\(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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