Some Observations on Copula Regression Functions |
| |
Authors: | Engin A Sungur |
| |
Institution: | 1. Division of Science and Mathematics , University of Minnesota-Morris , Morris, Minnesota, USA sungurea@mrs.umn.edu |
| |
Abstract: | 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. |
| |
Keywords: | Conditional copula Copula Regression |
|
|