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Using the censored gamma distribution for modeling fractional response variables with an application to loss given default, Available at http://arxiv.org/pdf/1011.1796v5.pdf

By Fabio Sigrist and Werner A. Stahel

Abstract

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Topics: Fractional response variables, censored distributions, Tobit mod- els, limited dependent variables, Loss Given Default
Year: 2012
OAI identifier: oai:CiteSeerX.psu:10.1.1.750.8666
Provided by: CiteSeerX
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