Copula based generalized additive models for location, scale and shape with non-random sample selection

DOI10.1016/J.CSDA.2018.05.001MaRDI QIDQ1663102zbMATH OpenOpenAlexFDO

Authors Małgorzata Wojtyś, Giampiero Marra, Rosalba Radice

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

zbMATH Keywords

copulamarginal distributionnon-random sample selectionpenalized regression splinesimultaneous equation estimationadditive predictor

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4201232 (Why is no real title available?)
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
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• Estimation of a regression spline sample selection model
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized Additive Models for Location, Scale and Shape
• Modelling sample selection using Archimedean copulas
• Nonparametric Estimation of Sample Selection Models
• Robust inference in sample selection models
• Sample Selection Bias as a Specification Error
• Semi-Nonparametric Maximum Likelihood Estimation
• Semi-parametric copula sample selection models for count responses
• Semiparametric Regression
• Semiparametric and nonparametric estimation of sample selection models under symmetry
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Training, wages, and sample selection: estimating sharp bounds on treatment effects
• Two-step series estimation of sample selection models

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

Describes a project that uses

Uses Software

• GJRM
• gamair
• GAMLSS
• SemiPar
• R

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