Literature DB >> 22388514

Copula identifiability conditions for dependent truncated data model.

A Adam Ding1.   

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.

Mesh：

Year:  2012        PMID： 22388514     DOI： 10.1007/s10985-012-9217-5

Source DB:  PubMed          Journal:  Lifetime Data Anal        ISSN： 1380-7870            Impact factor:   1.588


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