Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
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Publication:2034452
DOI10.1016/J.JMVA.2021.104737zbMath1467.62100arXiv2006.08036OpenAlexW3134230464MaRDI QIDQ2034452
Marcos Oliveira Prates, Dey, Dipak K., Victor Hugo Lachos
Publication date: 22 June 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08036
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
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