Bayesian analysis of the censored regression model with an AEPD error term
DOI10.1080/03610926.2012.750358zbMATH Open1325.62057OpenAlexW3121438318MaRDI QIDQ5259105FDOQ5259105
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
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Markov chain Monte Carlo algorithmsprobability integral transformationasymmetric exponential power distributiondistribution of skewnessleft and right kurtosis measures
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 ZgTests for Convergence of Markov Chain Monte Carlo Draws
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