Bivariate symmetric Heckman models and their characterization
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Publication:2101460
DOI10.1016/j.jmva.2022.105097OpenAlexW4293569673MaRDI QIDQ2101460
Víctor Leiva, Helton Saulo, Shayane S. Cordeiro, Roberto Vila
Publication date: 6 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105097
symmetric distributionsHeckman modelsmultivariate elliptically contoured distributionsvarying correlation and dispersion
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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