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 language | English (US) |
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Pages (from-to) | 1967-1978 |
Number of pages | 12 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 34 |
Issue number | 9-10 |
DOIs | |
State | Published - Oct 7 2005 |
Keywords
- Conditional copula
- Copula
- Regression