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Browsing Duke Scholarly Works by Subject "Truncated normal"

DukeSpace

Browsing Duke Scholarly Works by Subject "Truncated normal"

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  • Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm
    Huang, Cliff J; Sloan, Frank; Adamache, Killard W (Journal of Business & Economic Statistics, 1987)
    An expectation-maximum (EM) likelihood algorithm is used to estimate two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. An illustrative example on the determination of the ...