Copula-based regression models: a survey
DOI10.1016/J.JSPI.2009.05.023zbMATH Open1169.62328OpenAlexW2046095281MaRDI QIDQ840744FDOQ840744
Authors: Nikolai Kolev, Delhi Paiva 
Publication date: 14 September 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.023
Gaussian copulalongitudinal dataestimationunobserved heterogeneitytime series analysisFrank copulacopula theoryinsurance datasemiparametric specificationstransition models
Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (30)
- Total loss estimation using copula-based regression models
- Solving Estimating Equations With Copulas
- Book Reviews
- Modeling multivariate count data using copulas
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
- Copula-based measurement error models
- Boosting Distributional Copula Regression
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- A compendium of copulas
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach
- Copula regression models for discrete and mixed bivariate responses
- Dealing With Endogeneity in Threshold Models Using Copulas
- Flexible bivariate INAR(1) processes using copulas
- Copula-based link functions in binary regression models
- Copula modeling from Abe Sklar to the present day
- Bayesian semiparametric copula estimation with application to psychiatric genetics
- Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- ROS regression: integrating regularization with optimal scaling regression
- Convolution copula econometrics
- Sparse conditional copula models for structured output regression
- Bivariate copula additive models for location, scale and shape
- A generalized beta copula with applications in modeling multivariate long-tailed data
- Quantile association for bivariate survival data
- Gaussian copula marginal regression
- Elements of Copula Modeling with R
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
- Estimation and inference in factor copula models with exogenous covariates
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