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Censored regression models with autoregressive errors: A likelihood‐based perspective
Authors:Fernanda L. Schumacher  Victor H. Lachos  Dipak K. Dey
Affiliation:1. Diretoria de Pesquisas, Instituto Brasileiro de Geografia e Estatistica—IBGE, Brazil;2. Departamento de Estatistica, Universidade Estadual de Campinas, SP 13083‐859, Brazil;3. Department of Statistics, University of Connecticut, Storrs, CT 06269, U.S.A.
Abstract:
Keywords:Autoregressive AR(p) models  censored data  limit of detection  SAEM algorithm  MSC 2010: Primary 62M10  secondary 62N01
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