Analysis of directional dependence using asymmetric copula-based regression models

DOI10.1080/00949655.2013.779696zbMath1453.62493OpenAlexW2081967765MaRDI QIDQ5219455

Jong-Min Kim, Daeyoung Kim

Publication date: 12 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.779696

zbMATH Keywords

regression functiondirectional dependenceasymmetric copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Copula-based measurement error models, A note on fourth moment-based direction dependence measures when regression errors are non normal, Copula directional dependence of discrete time series marginals, Log-linear models to evaluate direction of effect in binary variables, On multivariate asymmetric dependence using multivariate skew-normal copula-based regression, On the copula correlation ratio and its generalization, A modified pseudo-copula regression model for risk groups with various dependency levels

Uses Software

• copula
• copula
• bootstrap

Cites Work

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