Copulas and regression models

MaRDI QIDQ4991219zbMATH OpenFDO

Authors A. K. Pathak, P. Vellaisamy

Publication date 2 June 2021

zbMATH Keywords

copula regressionlinear regressionmeasure of associationmultiple linear regressionquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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Cited in

(13)

• Gaussian copula marginal regression
• Total loss estimation using copula-based regression models
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• Modeling Dependencies with Copulae
• Some comments on copula-based regression
• Convolution copula econometrics
• A note on asymptotic normality of a copula function in regression model
• Some Observations on Copula Regression Functions
• Elements of Copula Modeling with R
• Copula-based regression estimation in the presence of outliers
• Parametric and semiparametric approaches for copula-based regression estimation
• Copula-based estimation of causal effects in multiple linear and path analysis models

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