Some Observations on Copula Regression Functions

DOI10.1080/03610920500201244zbMath1120.62056OpenAlexW2159944313MaRDI QIDQ5697394

Engin A. Sungur

Publication date: 17 October 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500201244

zbMATH Keywords

copularegressionconditional copula

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99) General nonlinear regression (62J02)

Related Items (9)

Copula-based measurement error models ⋮ Copula-Based Regression Estimation and Inference ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ A semiparametric copula-based estimation of the regression function for right-censored data ⋮ New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function ⋮ Analysis of directional dependence using asymmetric copula-based regression models ⋮ Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas ⋮ Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy

Cites Work

• Unnamed Item
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Probability distributions with given multivariate marginals and given dependence structure
• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions

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