In this paper, we propose a new approach to estimating sample selection models that combines Generalized Tukey Lambda (GTL) distributions with copulas. The GTL distribution is a versatile univariate distribution that permits a wide range of skewness and thick- or thin-tailed behavior in the data...

Several studies on heritability in twins aim at understanding the different contribution of environmental and genetic factors to specific traits. Considering the National Merit Twin Study, our purpose is to correctly analyse the influence of the socioeconomic status on the relationship between...

We propose a new variational Bayes method for estimating high-dimensional copulas with discrete, or discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is substantially faster than previous likelihood-based approaches. We...