Copula-Based Regression Estimation and Inference
From MaRDI portal
Cites work
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Estimating the density of a copula function
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 3434930 (Why is no real title available?)
- scientific article; zbMATH DE number 2188189 (Why is no real title available?)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Maximum Likelihood Estimation of Misspecified Models
- Nonlinear Regression with R
- Nonparametric estimation of copula functions for dependence modelling
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Selecting and estimating regular vine copulae and application to financial returns
- Semiparametric estimation in copula models
- Some Observations on Copula Regression Functions
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(58)- D-vine copula based quantile regression
- Fitting bivariate loss distributions with copulas
- Semi-parametric copula-based models under non-stationarity
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Conditional density estimation using the local Gaussian correlation
- Gaussian copula marginal regression
- Prediction based on conditional distributions of vine copulas
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Total loss estimation using copula-based regression models
- On classification with nonignorable missing data
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- Copula-based regression models with data missing at random
- Bayesian estimation of Archimedean copula-based SUR quantile models
- Robust feature screening for elliptical copula regression model
- ROS regression: integrating regularization with optimal scaling regression
- On copula-based conditional quantile estimators
- Sparse conditional copula models for structured output regression
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Nonparametric C- and D-vine-based quantile regression
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Optimal designs for copula models
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Some comments on copula-based regression
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Convolution copula econometrics
- Efficient semiparametric copula estimation of regression models with endogeneity
- A semiparametric copula-based estimation of the regression function for right-censored data
- R routines for performing estimation and statistical process control under copula-based time series models
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- Elements of Copula Modeling with R
- Copula-based measurement error models
- Estimation and inference in factor copula models with exogenous covariates
- Quantifying directed dependence via dimension reduction
- Copula modeling from Abe Sklar to the present day
- Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data
- Solving Estimating Equations With Copulas
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications
- A variance-based importance index for systems with dependent components
- Confidence interval estimation for sensitivity and difference between two sensitivities at a given specificity under tree ordering
- Copula-based regression estimation in the presence of outliers
- Boosting with copula-based components
- Parametric and semiparametric approaches for copula-based regression estimation
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Copula-based estimation of causal effects in multiple linear and path analysis models
- Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
- On factor copula-based mixed regression models
- A new copula regression model for hierarchical data
- Copula-based expectile regression: estimation and inference
- On multivariate binary outcomes copulas-regression problem
- Copula-based estimation of health inequality measures
- Copulas and deep learning: a review
- A copula-based joint regression analysis including Granger causality
- Simplified R-vine based forward regression
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Empirical likelihood based confidence intervals for copulas
This page was built for publication: Copula-Based Regression Estimation and Inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5327296)
