Some observations on copula regression functions

Engin A. Sungur

    Research output: Contribution to journalArticlepeer-review

    16 Scopus citations

    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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