摘要翻译：
给出了有限连续因变量具有不可忽略的精确极限概率的回归模型。这些模型在参数的数量和灵活性方面有所不同。分数数据是有限相依数据的特例，模型也适用于分数或比例变量。本文展示了如何拟合这些模型，并将它们应用于保险公司的违约损失率数据集，它们提供了很好的拟合。
---
英文标题：
《Using The Censored Gamma Distribution for Modeling Fractional Response
  Variables with an Application to Loss Given Default》
---
作者：
Fabio Sigrist and Werner A. Stahel
---
最新提交年份：
2012
---
分类信息：

一级分类：Statistics        统计学
二级分类：Applications        应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
--
一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--

---
英文摘要：
  Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and in their flexibility. Fractional data being a special case of limited dependent data, the models also apply to variables that are a fraction or a proportion. It is shown how to fit these models and they are applied to a Loss Given Default dataset from insurance to which they provide a good fit.
---
PDF链接：
https://arxiv.org/pdf/1011.1796