Estimation using copula function in regression model

MaRDI QIDQ3181292zbMATH OpenFDO

Authors Djamila Bennafla, Abbes Rabhi, A. A. Bouchentouf

Publication date 28 December 2016

zbMATH Keywords

copulasnonparametric estimationregression model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)

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Cited in

(9)

• Total loss estimation using copula-based regression models
• A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
• Copula modeling: An introduction for practitioners
• The use of copulas in the study of certain transforms of random variables with applications in finance
• Predictive assessment of copula models
• A note on asymptotic normality of a copula function in regression model
• On a wavelet-based method for estimating the copula function
• Nonparametric estimation of copula functions for dependence modelling
• Some Observations on Copula Regression Functions

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