Influence diagnostics for skew-t censored linear regression models
Author:
Affiliation:
1. Department of Mathematics and Statistics, Federal University of Sao Joao del-Rei, MG, Brazil
2. Department of Statistics, University of Connecticut, Storrs, CT-06269, USA
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
University of Connecticut
Publisher
The Korean Statistical Society
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modeling and Simulation,Statistics and Probability
Link
https://pdf.medrang.co.kr/CSAM/2023/030/CSAM030-06-605.pdf
Reference32 articles.
1. Azzalini A (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171-178.
2. Influence diagnostics in the tobit censored response model
3. Generalized Tobit models: diagnostics and application in econometrics
4. Pseudo maximum likelihood estimation in elliptical theory: Effects of misspecification
5. Microeconometrics
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