Skip to main navigation Skip to search Skip to main content

Some observations on copula regression functions

Research output: Contribution to journalArticlepeer-review

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

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 7 - Affordable and Clean Energy
    SDG 7 Affordable and Clean Energy

Keywords

  • Conditional copula
  • Copula
  • Regression

Fingerprint

Dive into the research topics of 'Some observations on copula regression functions'. Together they form a unique fingerprint.

Cite this