Copula-Based Regression Estimation and Inference
From MaRDI portal
Publication:5327296
DOI10.1080/01621459.2013.783842OpenAlexW2062495152MaRDI QIDQ5327296
Hohsuk Noh, Anouar El Ghouch, Taoufik Bouezmarni
Publication date: 7 August 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2012_10.pdf
Related Items
Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies, Simplified R-vine based forward regression, Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals, Copula-based measurement error models, Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure, On copula-based conditional quantile estimators, Nonparametric C- and D-vine-based quantile regression, Efficient semiparametric copula estimation of regression models with endogeneity, A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables, On multivariate asymmetric dependence using multivariate skew-normal copula-based regression, Optimal designs for copula models, Quantifying directed dependence via dimension reduction, Copula modeling from Abe Sklar to the present day, Copula-based regression models with data missing at random, Conditional density estimation using the local Gaussian correlation, Bayesian estimation of Archimedean copula-based SUR quantile models, Prediction based on conditional distributions of vine copulas, Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas, D-vine copula based quantile regression, On classification with nonignorable missing data, Semi-parametric copula-based models under non-stationarity, ROS regression: integrating regularization with optimal scaling regression, A semiparametric copula-based estimation of the regression function for right-censored data, Some Comments on Copula-Based Regression, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Selecting and estimating regular vine copulae and application to financial returns
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Weak convergence of empirical copula processes
- Weak convergence and empirical processes. With applications to statistics
- Estimating the density of a copula function
- Approximation Theorems of Mathematical Statistics
- Nonlinear Regression with R
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Nonparametric estimation of copula functions for dependence modelling
- Some Observations on Copula Regression Functions
- Semiparametric estimation in copula models
- Maximum Likelihood Estimation of Misspecified Models
