Listar Estatística - PPGEs por autor "62d83511-8a30-40de-b881-7b46d888af49"
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Multivariate Copula-based SUR Tobit Models : a modified inference function for margins and interval estimation
Silva, Paulo Henrique Ferreira da (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 30/09/2015)In this thesis, we extend the analysis of multivariate Seemingly Unrelated Regression (SUR) Tobit models by modeling their nonlinear dependence structures through copulas. The capability in coupling together the diferent ...