Maximum likelihood methods in a robust censored errors-in-variables model

DOI10.1007/s11749-015-0439-1zbMath1341.62275MaRDI QIDQ905111

Gustavo H. M. A. Rocha, Rosangela H. Loschi, Reinaldo B. Arellano-Valle

Publication date: 14 January 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0439-1

zbMATH Keywords

censored regression; expectation-maximization algorithm; scale mixtures of normal distributions; multivariate \(t\) distribution

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62N01: Censored data models

Related Items

On a new mixture-based regression model: simulation and application to data with high censoring, On a tobit–Birnbaum–Saunders model with an application to medical data, A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models, Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method, Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads, Bayesian mismeasurementt-models for censored responses

Uses Software

• Stata
• sn
• tlmec

Cites Work

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