Some Observations on Copula Regression Functions

DOI10.1080/03610920500201244zbMath1120.62056OpenAlexW2159944313MaRDI QIDQ5697394

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

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Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Probability distributions with given multivariate marginals and given dependence structure
• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions
• Unnamed Item