Covariate selection in mixture models with the censored response variable
From MaRDI portal
Publication:961698
DOI10.1016/j.csda.2009.01.010zbMath1453.62147OpenAlexW2080493766MaRDI QIDQ961698
Publication date: 1 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.01.010
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)
Related Items (2)
Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models ⋮ Special issue on variable selection and robust procedures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of Relationships for Limited Dependent Variables
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- On the convergence properties of the EM algorithm
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Consistent estimation of a mixing distribution
- Heuristics of instability and stabilization in model selection
- Testing the order of a model
- Generalized score test of homogeneity for mixed effects models
- Markov switching stochastic frontier model
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
- Detecting Features in Spatial Point Processes with Clutter via Model-Based Clustering
- A Note on the Computation of the Tobit Estimator
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Finite Mixture Models with Concomitant Information: Assessing Diagnostic Criteria for Diabetes
- A Graphical Technique for Determining the Number of Components in a Mixture of Normals
- On a Mixture Autoregressive Conditional Heteroscedastic Model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Dynamic Stochastic Model of Medical Care Use and Work Absence
- Testing for a Finite Mixture Model with Two Components
- Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm
- Estimating the components of a mixture of normal distributions
- Testing Homogeneity in a Mixture Distribution via theL2Distance Between Competing Models
This page was built for publication: Covariate selection in mixture models with the censored response variable