Student-t censored regression model: properties and inference
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DOI: 10.1007/s10260-012-0199-y
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- Gustavo Rocha & Reinaldo Arellano-Valle & Rosangela Loschi, 2015. "Maximum likelihood methods in a robust censored errors-in-variables model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 857-877, December.
- Camila Borelli Zeller & Celso Rômulo Barbosa Cabral & Víctor Hugo Lachos & Luis Benites, 2019. "Finite mixture of regression models for censored data based on scale mixtures of normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 89-116, March.
- Víctor H. Lachos & Celso R. B. Cabral & Marcos O. Prates & Dipak K. Dey, 2019. "Flexible regression modeling for censored data based on mixtures of student-t distributions," Computational Statistics, Springer, vol. 34(1), pages 123-152, March.
- Lachos, Víctor H. & Moreno, Edgar J. López & Chen, Kun & Cabral, Celso Rômulo Barbosa, 2017. "Finite mixture modeling of censored data using the multivariate Student-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 159(C), pages 151-167.
- Larissa A. Matos & Víctor H. Lachos & Tsung-I Lin & Luis M. Castro, 2019. "Heavy-tailed longitudinal regression models for censored data: a robust parametric approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 844-878, September.
- Moreno Bevilacqua & Christian Caamaño‐Carrillo & Reinaldo B. Arellano‐Valle & Víctor Morales‐Oñate, 2021. "Non‐Gaussian geostatistical modeling using (skew) t processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 212-245, March.
- Wan-Lun Wang & Tsung-I Lin, 2022. "Robust clustering of multiply censored data via mixtures of t factor analyzers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 22-53, March.
- Aldo M. Garay & Heleno Bolfarine & Victor H. Lachos & Celso R.B. Cabral, 2015. "Bayesian analysis of censored linear regression models with scale mixtures of normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2694-2714, December.
- Michelli Barros & Manuel Galea & Víctor Leiva & Manoel Santos-Neto, 2018. "Generalized Tobit models: diagnostics and application in econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 145-167, January.
- Aldo M. Garay & Victor H. Lachos & Heleno Bolfarine & Celso R. B. Cabral, 2017. "Linear censored regression models with scale mixtures of normal distributions," Statistical Papers, Springer, vol. 58(1), pages 247-278, March.
- Larissa A. Matos & Luis M. Castro & Víctor H. Lachos, 2016. "Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 627-653, December.
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Keywords
ECM algorithm; Limited dependent variable; Maximum likelihood estimation; Student-t distribution; Tobit model;All these keywords.
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