Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution

DOI10.1080/03610910902898440MaRDI QIDQ5305489zbMATH OpenOpenAlexFDO

Authors Xingcai Zhou, Changchun Tan

Publication date 22 March 2010

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910902898440

zbMATH Keywords

\(t\)-distributionEM algorithmMonte Carlotobit model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

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Cited in

(11)

• Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
• Estimation methods for multivariate Tobit confirmatory factor analysis
• Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach
• Estimation of the SUR Tobit model via the MCECM algorithm.
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution
• The Monte Carlo EM method for estimating multivariate Tobit latent variable models
• Maximum likelihood estimation for Tobit variance components models
• Tobit factor analysis†
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution
• Comparisons of coherent systems using stochastic precedence
• Multiple roots of the Tobit log-likelihood

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