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20142020
most citedA modified version of the inference function for margins and interval estimation for the bivariate Clayton copula SUR Tobit model: An simulation approach

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stat.ME2014★ 1 cited

A modified version of the inference function for margins and interval estimation for the bivariate Clayton copula SUR Tobit model: An simulation approach

Paulo H. Ferreira, Francisco Louzada

This paper extends the analysis of bivariate seemingly unrelated regression (SUR) Tobit model by modeling its nonlinear dependence structure through the Clayton copula. The ability…