A Heckman Selection-tModel
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Publication:4916463
DOI10.1080/01621459.2012.656011zbMath1328.62429OpenAlexW1982750819MaRDI QIDQ4916463
Yulia V. Marchenko, Marc G. Genton
Publication date: 22 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.656011
sample selectionheavy tailsskew-\(t\)skew-normalmissing not at randomHeckman modeltwo-stepselection-\(t\)selection-normal
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)
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Uses Software
Cites Work
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