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

conditional copulacopularegression

Mathematics Subject Classification ID

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

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Cites work

• 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
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• Probability distributions with given multivariate marginals and given dependence structure

Cited in

(21)

• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• On an interaction function for copulas
• Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
• 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
• Copulas and regression models
• Predictive assessment of copula models
• A semiparametric copula-based estimation of the regression function for right-censored data
• Analysis of directional dependence using asymmetric copula-based regression models
• Copula-Based Regression Estimation and Inference
• Copula-based measurement error models
• Modeling currency exchange data with asymmetric copula functions
• Parametric and semiparametric approaches for copula-based regression estimation
• Copula-based estimation of causal effects in multiple linear and path analysis models
• Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
• A comparison of beta regression and copula regression for partial lapse rate estimate
• Analysis of asymmetric financial data with directional dependence measures
• Copula-based expectile regression: estimation and inference
• Some functionals for copulas

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