Copula identifiability conditions for dependent truncated data model |
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| Authors: | A. Adam Ding |
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| Affiliation: | Department of Mathematics, Northeastern University, Boston, MA, 02115, USA, a.ding@neu.edu. |
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| 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. |
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