Some observations on copula regression functions

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Abstract

The main objective of this article is to introduce an alternative way of looking at regression analysis by using copulas. To achieve our objective we work on copula regression function, study its properties, and discuss advantages that will come out from our approach.

Original languageEnglish (US)
Pages (from-to)1967-1978
Number of pages12
JournalCommunications in Statistics - Theory and Methods
Volume34
Issue number9-10
DOIs
StatePublished - Oct 7 2005

Keywords

  • Conditional copula
  • Copula
  • Regression

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