On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 48872 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- A Note on Directional Dependence in Regression Setting
- A copula-based non-parametric measure of regression dependence
- An introduction to copulas.
- Analysis of directional dependence using asymmetric copula-based regression models
- Assessing and Modeling Asymmetry in Bivariate Continuous Data
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Beyond simplified pair-copula constructions
- Bootstrap prediction for returns and volatilities in GARCH models
- Copula-Based Regression Estimation and Inference
- CopulaModel
- Copulas with given values on the tails
- Dependence modeling with copulas
- Efficient estimation of copula-GARCH models
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
- Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
- From Archimedean to Liouville copulas
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Measures of the functional dependence of random vectors
- Model selection of copulas: AIC versus a cross validation copula information criterion
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Pair-copula constructions of multiple dependence
- Semiparametric copula quantile regression for complete or censored data
- Simplified pair copula constructions -- limitations and extensions
- Some Observations on Copula Regression Functions
- Some comments on copula-based regression
- Testing the Gaussian copula hypothesis for financial assets dependences
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
- The multivariate skew-normal distribution
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Vines -- a new graphical model for dependent random variables.
Cited in
(10)- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions
- An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
- Asymmetric dependence in the stochastic frontier model using skew normal copula
- Copulas, uncertainty, and false discovery rate control
- Analysis of directional dependence using asymmetric copula-based regression models
- A note on measuring the nonlinear dependence via subcopula based regression
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
- Dependence modeling in stochastic frontier analysis
- Nonlinear effects in the asymmetric copula-based stochastic frontier model
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