The LIFEREG procedure in SAS/STAT software fits parametric models to failure time or other kinds of duration data that may be right-, left-, or interval-censored. The models for the response variable ...
bostuff.exe is a self-extracting file that contains a number of files that are useful for calculation of of estimators for the semiparametric censored regression model. All programs are written for ...
In this study we investigated several of the most popular loss given default (LGD) models (least-squares method, Tobit, three-tiered Tobit, beta regression, inflated beta regression, censored gamma ...
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