Lifetime Data Anal - Copula identifiability conditions for dependent truncated data model.

Tópicos

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Resumo

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.

Resumo Limpo

provid copula identifi condit depend truncat data model identifi character strong lowerleft tail identifi copula famili show common use archimedean copula famili analyt generat function satisfi condit

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