Modelling sample selection using Archimedean copulas (Q4439301)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling sample selection using Archimedean copulas |
scientific article; zbMATH DE number 2016627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling sample selection using Archimedean copulas |
scientific article; zbMATH DE number 2016627 |
Statements
Modelling sample selection using Archimedean copulas (English)
0 references
2003
0 references
selectivity
0 references
self-selection model
0 references
switching regimes model
0 references
double-selection model
0 references
Sklar's theorem
0 references
copula representation
0 references
copula approach
0 references
families of copulas
0 references
Kendall's tau
0 references
