Copula-based regression models with data missing at random
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Publication:2201548
DOI10.1016/j.jmva.2020.104654zbMath1460.62072OpenAlexW3044866424MaRDI QIDQ2201548
Shigeyuki Hamori, Zheng Zhang, Kaiji Motegi
Publication date: 29 September 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104654
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Missing data (62D10)
Related Items (3)
Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Copula modeling from Abe Sklar to the present day ⋮ Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
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