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Copula identifiability conditions for dependent truncated data model
1Department 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.
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