Bivariate symmetric Heckman models and their characterization
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Publication:2101460
DOI10.1016/j.jmva.2022.105097MaRDI QIDQ2101460
Víctor Leiva, Roberto Vila, Helton Saulo, Shayane S. Cordeiro
Publication date: 6 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105097
symmetric distributions; Heckman models; multivariate elliptically contoured distributions; varying correlation and dispersion
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Uses Software