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相关论文: On a log-symmetric quantile tobit model applied to…

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A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…

统计方法学 · 统计学 2018-03-20 Helton Saulo , Jeremias Leao , Juvencio Nobre , N. Balakrishnan

Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…

统计方法学 · 统计学 2021-07-06 Hailin Huang

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

机器学习 · 统计学 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues

High-dimensional regression and regression with a left-censored response are each well-studied topics. In spite of this, few methods have been proposed which deal with both of these complications simultaneously. The Tobit model -- long the…

统计方法学 · 统计学 2023-03-20 Tate Jacobson , Hui Zou

We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…

统计方法学 · 统计学 2017-02-10 Yifei Yan , Athanasios Kottas

The statistical regression technique is an extraordinarily essential data fitting tool to explore the potential possible generation mechanism of the random phenomenon. Therefore, the model selection or the variable selection is becoming…

统计方法学 · 统计学 2020-03-25 Yue Su , Patrick Kandege Mwanakatwe

Regression models based on the log-symmetric family of distributions are particularly useful when the response is strictly positive and asymmetric. In this paper, we propose a class of quantile regression models based on reparameterized…

统计方法学 · 统计学 2020-12-01 Helton Saulo , Alan Dasilva , Víctor Leiva , Luis Sánchez

Pathloss is typically modeled using a log-distance power law with a large-scale fading term that is log-normal. However, the received signal is affected by the dynamic range and noise floor of the measurement system used to sound the…

信息论 · 计算机科学 2016-09-14 Carl Gustafson , Taimoor Abbas , David Bolin , Fredrik Tufvesson

Censoring from above is a common problem with wage information as the reported wages are typically top-coded for confidentiality reasons. In administrative databases the information is often collected only up to a pre-specified threshold,…

计量经济学 · 经济学 2025-02-19 Jörg Drechsler , Johannes Ludsteck

In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but…

人工智能 · 计算机科学 2020-09-30 Katharina Eggensperger , Kai Haase , Philipp Müller , Marius Lindauer , Frank Hutter

The multinomial probit model is a typical statistical model for multiple-choice data applied in many research areas. When we are interested in some quantiles of relative utilities for understanding the distribution of these utilities, the…

统计方法学 · 统计学 2025-08-20 Masaaki Okabe , Koki Matsuoka , Jun Tsuchida , Hiroshi Yadohisa

In this paper, we present a Weibull link (skewed) model for categorical response data arising from binomial as well as multinomial model. We show that, for such types of categorical data, the most commonly used models (logit, probit and…

统计方法学 · 统计学 2018-04-04 Renault Caron , Debajyoti Sinha , Dipak Dey , Adriano Polpo

We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median,…

计量经济学 · 经济学 2025-05-19 Ivan Fernandez-Val , Seoyun Hong

We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we follow two-stage procedures: the first stage consists of…

统计方法学 · 统计学 2025-05-13 Swati Shukla , Subhra Sankar Dhar , Shalabh

The Student-$t$ distribution is widely used in statistical modeling of datasets involving outliers since its longer-than-normal tails provide a robust approach to hand such data. Furthermore, data collected over time may contain censored or…

Monitoring microbiological behaviors in water is crucial to manage public health risk from waterborne pathogens, although quantifying the concentrations of microbiological organisms in water is still challenging because concentrations of…

人工智能 · 计算机科学 2023-02-22 Yuya Takada , Tsuyoshi Kato

This study introduces a novel approach to forecasting by Tobit Exponential Smoothing with time aggregation constraints. This model, a particular case of the Tobit Innovations State Space system, handles censored observed time series…

统计方法学 · 统计学 2024-09-10 Diego J. Pedregal , Juan R. Trapero

Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

统计方法学 · 统计学 2018-10-22 Helton Saulo , Roberto Vila

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…

计量经济学 · 经济学 2024-02-21 Eoghan O'Neill

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

统计方法学 · 统计学 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi
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