Analysis of directional dependence using asymmetric copula-based regression models
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Cites work
- A new class of bivariate copulas.
- A Note on Directional Dependence in Regression Setting
- A Primer on Copulas for Count Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- An introduction to copulas.
- Comparison of semiparametric and parametric methods for estimating copulas
- Constraints on concordance measures in bivariate discrete data
- Construction of asymmetric multivariate copulas
- Construction of non-exchangeable bivariate distribution functions
- Direction dependence in a regression line
- Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas: A review and a power study
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Multivariate survival distributions
- New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
- On Directional Dependence in a Regression Line
- Some Observations on Copula Regression Functions
- Stochastic simulation: Algorithms and analysis
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Cited in
(16)- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
- Log-linear models to evaluate direction of effect in binary variables
- On the copula correlation ratio and its generalization
- Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals
- A modified pseudo-copula regression model for risk groups with various dependency levels
- A note on fourth moment-based direction dependence measures when regression errors are non normal
- Copula directional dependence of discrete time series marginals
- Direction dependence in statistical modeling. Methods of analysis
- Copula-based measurement error models
- Modeling currency exchange data with asymmetric copula functions
- Parametric and semiparametric approaches for copula-based regression estimation
- Extending Darsow's operator: a new framework for bivariate and multivariate copulas
- 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
- Analysis of asymmetric financial data with directional dependence measures
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