Generalized Tobit models: diagnostics and application in econometrics
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Cites work
- A diagnostic procedure based on local influence
- A family of autoregressive conditional duration models applied to financial data
- A growth mixture Tobit model: application to AIDS studies
- An application of the local influence approach to ridge regression
- Applied Econometrics with R
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Assessment of local influence in elliptical linear models with longitudinal structure
- Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data
- Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data
- Birnbaum–Saunders statistical modelling: a new approach
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Diagnostics in multivariate generalized Birnbaum-Saunders regression models
- scientific article; zbMATH DE number 3899977 (Why is no real title available?)
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- scientific article; zbMATH DE number 48335 (Why is no real title available?)
- scientific article; zbMATH DE number 193125 (Why is no real title available?)
- scientific article; zbMATH DE number 3522963 (Why is no real title available?)
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- scientific article; zbMATH DE number 895432 (Why is no real title available?)
- Influence analysis in skew-Birnbaum-Saunders regression models and applications
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- Influence Diagnostics for Elliptical Multivariate Linear Regression Models
- Influence Diagnostics in log-Birnbaum-Saunders Regression Models
- Influence diagnostics in the Tobit censored response model
- Local Influence in Linear Mixed Models
- Martingale-based residuals for survival models
- More on testing the normality assumption in the Tobit model
- On an extreme value version of the Birnbaum-Saunders distribution
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
- On influence diagnostic in univariate elliptical linear regression models
- On local influence for elliptical linear models
- Reparameterized Birnbaum-Saunders regression models with varying precision
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- Robustness of the student t based M-estimator
- Shape and change point analyses of the Birnbaum-Saunders-\(t\) hazard rate and associated estimation
- SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
- Student-t censored regression model: properties and inference
- Testing for heteroskedasticity in the Tobit and probit models
- Testing the Normality Assumption in the Tobit Model
Cited in
(17)- A robust class of multivariate fatigue distributions based on normal mean-variance mixture model
- An empirical test of Tobit model robustness in estimating online auction prices over various distributions
- A class of asymmetric regression models for left-censored data
- On an asymmetric extension of the Tobit model based on the tilted-normal distribution
- 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
- Is it even rainier in \textit{North} Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data
- On a log-symmetric quantile tobit model applied to female labor supply data
- Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study
- The reciprocal Bayesian bridge for left-censored data
- Alternatives to the logit model in the situation of factor levels aggregation in binomial responses
- Birnbaum-Saunders autoregressive conditional range model applied to stock index data
- Conjugacy properties of multivariate unified skew-elliptical distributions
- Likelihood-based inference for interval censored regression models under heavy-tailed distributions
- Robust tobit regression for censored observations using extended Box-Cox transformations
- Testing identifying assumptions in Tobit models
- Variable selection for nonparametric Tobit model via deep learning
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