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

DOI10.1016/j.csda.2018.05.001zbMath1469.62163OpenAlexW2800836210MaRDI QIDQ1663102

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

zbMATH Keywords

copulamarginal distributionnon-random sample selectionpenalized regression splinesimultaneous equation estimationadditive predictor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

Related Items (3)

2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ Correcting for sample selection bias in Bayesian distributional regression models

Uses Software

• R
• SemiPar
• GAMLSS
• gamair
• GJRM

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• Two-step series estimation of sample selection models
• Estimation of a regression spline sample selection model
• Copula regression spline models for binary outcomes
• Bayesian robust inference of sample selection using selection-\(t\) models
• Semiparametric and nonparametric estimation of sample selection models under symmetry
• An introduction to copulas.
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Semi-parametric copula sample selection models for count responses
• Bayesian estimation of a discrete response model with double rules of sample selection
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
• Sample Selection Bias as a Specification Error
• Asymptotic Statistics
• Semiparametric Regression
• Modelling sample selection using Archimedean copulas
• Nonparametric Estimation of Sample Selection Models
• A Heckman Selection-tModel
• Robust Inference in Sample Selection Models
• Generalized Additive Models for Location, Scale and Shape
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