{"paper":{"title":"A modified version of the inference function for margins and interval estimation for the bivariate Clayton copula SUR Tobit model: An simulation approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Francisco Louzada, Paulo H. Ferreira","submitted_at":"2014-04-12T12:52:41Z","abstract_excerpt":"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 in capturing/modeling the lower tail dependence of the SUR Tobit model where some data are censored (generally, at zero point) is an additionally useful feature of the Clayton copula. We propose a modified version of the inference function for margins (IFM) method (Joe and Xu, 1996), which we refer to as MIFM method, to obtain the estimates of the marginal parameters and a better (satisfactory) estimate of the copul"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.3287","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}