CHAVENT, Marie; SARACCO, Jérôme

Metadatos

Licencia de uso del documento

CHAVENT, Marie
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

SARACCO, Jérôme
Quality control and dynamic reliability [CQFD]
Groupe de Recherche en Economie Théorique et Appliquée [GREThA]

Idioma

Communication dans un congrès

Este ítem está publicado en

Proceedings of the XIIth International Symposium of Applied Stochastic Models and Data Analysis, Proceedings of the XIIth International Symposium of Applied Stochastic Models and Data Analysis, ASMDA 2007, 2007-05, Chania, Crète. 2007-05p. -

Resumen en inglés

Most of the prevalent estimation methods for sample selection model rely heavely on parametric assumptions. We consider in this communication a multivariate semiparametric sample selection model and we develop a geometric approach to the estimation of the slope vectors in the outcome equation and in the selection equation. Contrary to most existing methods, we deal symmetrically with both slope vectors. The estimation method is link-free and distribution-free, it works in two main steps: a multivariate Sliced Inverse Regression step, and a Canonical Analysis step. We establish √n-consistency and asymptotic normality of the estimates. We give results from a simulation study in order to illustrate the estimation method.< Leer menos

Palabras clave en italiano

Multivariate Sliced Inverse Regression

Canonical Analysis

Semipara- metric Regression Models

Orígen

Importado de Hal

Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251