Bayesian analysis of the censored regression model with an AEPD error term

DOI10.1080/03610926.2012.750358MaRDI QIDQ5259105zbMATH OpenOpenAlexFDO

Authors Cheng Gao, Hiroki Tsurumi

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)

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Cites work

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

Cited in

(1)

• scientific article; zbMATH DE number 865689 (Why is no real title available?)

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