Some observations on copula regression functions

Engin A. Sungur

doi:10.1080/03610920500201244

Some observations on copula regression functions

Engin A. Sungur

Research output: Contribution to journal › Article › peer-review

25 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 language	English (US)
Pages (from-to)	1967-1978
Number of pages	12
Journal	Communications in Statistics - Theory and Methods
Volume	34
Issue number	9-10
DOIs	https://doi.org/10.1080/03610920500201244
State	Published - Oct 7 2005

Keywords

Conditional copula
Copula
Regression

UN SDGs

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

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Some observations on copula regression functions

Abstract

Keywords

UN SDGs

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