Some Observations on Copula Regression Functions

DOI10.1080/03610920500201244MaRDI QIDQ5697394zbMATH OpenOpenAlexFDO

Authors Engin A. Sungur

Publication date 17 October 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500201244

zbMATH Keywords

copularegressionconditional copula

Mathematics Subject Classification ID

Multivariate analysis (62H99) General nonlinear regression (62J02) Linear inference, regression (62J99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Copulas and regression models
• Estimation using copula function in regression model
• Semiparametric Regression Estimation in Copula Models
• An introduction to copulas.
• A note on asymptotic normality of a copula function in regression model

Cites work

• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Probability distributions with given multivariate marginals and given dependence structure

Cited in

(15)

• On regression for samples with alternating predictors and its application to psychrometric charts
• A semiparametric copula-based estimation of the regression function for right-censored data
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Copulas and regression models
• Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
• Copula-Based Regression Estimation and Inference
• On an interaction function for copulas
• Predictive assessment of copula models
• Some functionals for copulas
• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• Modeling currency exchange data with asymmetric copula functions
• Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• Copula-based measurement error models
• Analysis of directional dependence using asymmetric copula-based regression models

This page was built for publication: Some Observations on Copula Regression Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5697394)