Modelling sample selection using Archimedean copulas (Q4439301)
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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 |
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Modelling sample selection using Archimedean copulas (English)
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2003
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selectivity
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self-selection model
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switching regimes model
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double-selection model
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Sklar's theorem
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copula representation
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copula approach
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families of copulas
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Kendall's tau
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