A GLM Approach to Estimating Copula Models
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Publication:5265817
DOI10.1080/03610918.2013.824588zbMath1328.62132OpenAlexW2068156653MaRDI QIDQ5265817
Amir T. Payandeh Najafabadi, Marjan Qazvini
Publication date: 29 July 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.824588
Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Generalized linear models (logistic models) (62J12)
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- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Comparison of semiparametric and parametric methods for estimating copulas
- A semiparametric estimation of copula models based on the method of moments
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Copula-based nonlinear quantile autoregression
- Frank's family of bivariate distributions
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Testing Statistical Hypotheses
- Understanding Relationships Using Copulas
- Semiparametric estimation in copula models
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