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

DOI10.1080/03610926.2012.750358zbMath1325.62057OpenAlexW3121438318MaRDI QIDQ5259105

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

asymmetric exponential power distributionMarkov chain Monte Carlo algorithmsprobability integral transformationdistribution of skewnessleft and right kurtosis measures

Mathematics Subject Classification ID

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

Cites Work

• Properties and estimation of asymmetric exponential power distribution
• Estimation of Relationships for Limited Dependent Variables
• Censored regression quantiles
• 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

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