Copula-based regression models with data missing at random

DOI10.1016/J.JMVA.2020.104654zbMath1460.62072OpenAlexW3044866424MaRDI QIDQ2201548

Shigeyuki Hamori, Zheng Zhang, Kaiji Motegi

Publication date: 29 September 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104654

zbMATH Keywords

missing at random (MAR)calibration estimationsemiparametric copulageneralized regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Missing data (62D10)

Related Items (4)

Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Copula modeling from Abe Sklar to the present day ⋮ Solving Estimating Equations With Copulas ⋮ Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework

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