Some Observations on Copula Regression Functions

DOI10.1080/03610920500201244zbMATH Open1120.62056OpenAlexW2159944313MaRDI QIDQ5697394FDOQ5697394

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

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

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)

Cites Work

• Title not available (Why is that?)
• A new class of bivariate copulas.
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Probability distributions with given multivariate marginals and given dependence structure
• A new family of positive quadrant dependent bivariate distributions

Cited In (15)

• Copulas and regression models
• Copula-based measurement error models
• On an interaction function for copulas
• Analysis of directional dependence using asymmetric copula-based regression models
• On regression for samples with alternating predictors and its application to psychrometric charts
• 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
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Copula-Based Regression Estimation and Inference
• Predictive assessment of copula models
• Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
• A semiparametric copula-based estimation of the regression function for right-censored data
• Some functionals for copulas

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)