Dette, Holger; Hecke, Ria Van; Volgushev, Stanislav - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1319-1324
In a recent article, Noh, El Ghouch, and Bouezmarni proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependence structure between the predictor and the response by means of a parametric copula. This comment...