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This model includes many prominent cases. For example, if \\(L(v)=v^2\\) and \\(g(Y)=Y\\) then \\(a_0(\\mathbf{w})=\\mathbf{E}(Y|\\mathbf{W}=\\mathbf{w})\\) is the conditional mean regression. If \\(L(v)=v\\{\\tau-\\mathbf{1}(v \\leq 0)\\}\\) and \\(g(Y)=Y\\) then \\(a_0(\\mathbf{w})\\) is the \\(\\tau\\)-th conditional quantile. Conditional distribution function and asymmetric least squares also can be represented by this model. \\par A conditional mean regression function is estimated by exploiting copulas. This approach allows a conditional expectation of the loss function given \\(\\mathbf{W}\\) to rewrite as an unconditional expectation involving a semiparametric copula and nonparametric marginal distributions. A semiparametric copula and the target regression curve are estimated via the calibration approach. A benchmark approach assumes that complete data are available.  In the article this approach is generalized to data missing at random (MAR), i.e., data \\([Y_i,\\mathbf{W}_i]\\) and indicators of their missing status \\(\\mathbf{T}_i=(T_{0i},T_{1i},\\dots,T_{di})\\), where \\(T_{ji}=1/0\\), depending on observable/unobservable status of \\(j\\)-th component of \\([Y_i,\\mathbf{W}_i]\\), are conditionally independent of each other given covariates which are observable for all \\(i \\in \\{1,\\dots,N\\}\\). The consistency and asymptotic normality of the estimated regression curve are proved. Simulation results show that the proposed approach performs well in finite samples, while a benchmark approach fails with substantial bias under 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