A GLM-based method to estimate a copula's parameter(s)

MaRDI QIDQ2939070zbMATH OpenFDO

Authors Amir T. Payandeh Najafabadi, Mohammad Reza Faridrohani, Marjan Qazvini

Publication date 16 January 2015

zbMATH Keywords

copulacopula-quantile regressionGLMparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cited in

(2)

• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
• A GLM approach to estimating copula models

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