Bayesian Analysis of the Censored Regression Model with an AEPD Error Term

DOI10.1080/03610926.2012.750358zbMATH Open1325.62057OpenAlexW3121438318MaRDI QIDQ5259105FDOQ5259105

Hiroki Tsurumi, Cheng Gao

Publication date: 24 June 2015

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.750358

zbMATH Keywords

Markov chain Monte Carlo algorithmsprobability integral transformationasymmetric exponential power distributiondistribution of skewnessleft and right kurtosis measures

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Censored data models (62N01) Applications of statistics to economics (62P20) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Censored regression quantiles
• Properties and estimation of asymmetric exponential power distribution
• Bayes inference in the Tobit censored regression model
• Tailored randomized block MCMC methods with application to DSGE models
• Are CEOs rewarded for luck? The ones without principals are
• Kolmogorov–Smirnov, Fluctuation, and Z_gTests for Convergence of Markov Chain Monte Carlo Draws

Cited In (1)

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