Copula based generalized additive models for location, scale and shape with non-random sample selection
DOI10.1016/J.CSDA.2018.05.001zbMATH Open1469.62163OpenAlexW2800836210MaRDI QIDQ1663102FDOQ1663102
Rosalba Radice, Małgorzata Wojtyś, Giampiero Marra
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/20922/1/Copula%20based%20generalized%20additive%20models%20for%20location%2C%20scale%20and%20shape%20with%20non-reandom%20sample%20selection.pdf
copulamarginal distributionnon-random sample selectionpenalized regression splinesimultaneous equation estimationadditive predictor
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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Cited In (5)
- Correcting for sample selection bias in Bayesian distributional regression models
- 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy
- Generalized Additive Models for Pair-Copula Constructions
- Multiple imputation of incomplete multilevel data using Heckman selection models
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
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