Copula-Based Regression Estimation and Inference
From MaRDI portal
Publication:5327296
DOI10.1080/01621459.2013.783842OpenAlexW2062495152MaRDI QIDQ5327296FDOQ5327296
Authors: 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
Cites Work
- Selecting and estimating regular vine copulae and application to financial returns
- Weak convergence and empirical processes. With applications to statistics
- Approximation Theorems of Mathematical Statistics
- Maximum Likelihood Estimation of Misspecified Models
- Weak convergence of empirical copula processes
- Nonparametric estimation of copula functions for dependence modelling
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Estimating the density of a copula function
- Title not available (Why is that?)
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Semiparametric estimation in copula models
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- Nonlinear Regression with R
- Title not available (Why is that?)
- Some Observations on Copula Regression Functions
- Title not available (Why is that?)
Cited In (45)
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- Prediction based on conditional distributions of vine copulas
- Simplified R-vine based forward regression
- Total loss estimation using copula-based regression models
- Fitting bivariate loss distributions with copulas
- Solving Estimating Equations With Copulas
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Optimal designs for copula models
- Empirical likelihood based confidence intervals for copulas
- Some comments on copula-based regression
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications
- A variance-based importance index for systems with dependent components
- Copula-based measurement error models
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- On classification with nonignorable missing data
- Robust feature screening for elliptical copula regression model
- On copula-based conditional quantile estimators
- Nonparametric C- and D-vine-based quantile regression
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Confidence interval estimation for sensitivity and difference between two sensitivities at a given specificity under tree ordering
- D-vine copula based quantile regression
- Semi-parametric copula-based models under non-stationarity
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- R routines for performing estimation and statistical process control under copula-based time series models
- Copula modeling from Abe Sklar to the present day
- Quantifying directed dependence via dimension reduction
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- ROS regression: integrating regularization with optimal scaling regression
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Efficient semiparametric copula estimation of regression models with endogeneity
- Convolution copula econometrics
- Sparse conditional copula models for structured output regression
- Conditional density estimation using the local Gaussian correlation
- A semiparametric copula-based estimation of the regression function for right-censored data
- Copula-based regression models with data missing at random
- Gaussian copula marginal regression
- Elements of Copula Modeling with R
- Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data
- Bayesian estimation of Archimedean copula-based SUR quantile models
- Estimation and inference in factor copula models with exogenous covariates
Uses Software
This page was built for publication: Copula-Based Regression Estimation and Inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5327296)
