Student-\(t\) censored regression model: properties and inference

DOI10.1007/s10260-012-0199-yzbMath1332.62381OpenAlexW2055398703MaRDI QIDQ257454

Reinaldo B. Arellano-Valle, Karla A. Muñoz-Gajardo, Luis Mauricio Castro, Graciela M. González-Farías

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0199-y

zbMATH Keywords

maximum likelihood estimationStudent-\(t\) distributionECM algorithmlimited dependent variableTobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Censored data models (62N01) Statistical methods; economic indices and measures (91B82)

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