Modelling sample selection using Archimedean copulas

DOI10.1111/1368-423X.00101zbMath1037.62047OpenAlexW1968692896MaRDI QIDQ4439301

Publication date: 2003

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00101

zbMATH Keywords

Kendall's tau Sklar's theorem selectivity copula representation copula approach double-selection model families of copulas self-selection model switching regimes model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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