Copula identifiability conditions for dependent truncated data model |
| |
| Authors: | A Adam Ding |
| |
| Institution: | Department of Mathematics, Northeastern University, Boston, MA, 02115, USA, a.ding@neu.edu. |
| |
| Abstract: | We provide a copula identifiability condition for dependent truncated data model. The identifiability is characterized by the strong lower-left tail identifiability of the copula family. We show that the commonly used Archimedean copula families with analytic generator functions satisfy this condition. |
| |
| Keywords: | |
| 本文献已被 PubMed SpringerLink 等数据库收录！ |
|
