Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution.
Nuttanan WichitaksornHiroki TsurumiPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- probabilistic model
- similarity measure
- classification algorithm
- data structure
- prior knowledge
- mathematical model
- computational model
- error analysis
- estimation algorithm
- theoretical analysis
- markov chain
- least squares
- objective function
- model selection
- em algorithm
- parameter estimation
- monte carlo
- probability distribution
- learning models
- maximum likelihood estimation
- high level