Noh, Hohsuk; Ghouch, Anouar El; Bouezmarni, Taoufik - In: Journal of the American Statistical Association 108 (2013) 502, pp. 676-688
We investigate a new approach to estimating a regression function based on copulas. The main idea behind this approach is to write the regression function in terms of a copula and marginal distributions. Once the copula and the marginal distributions are estimated, we use the plug-in method to...
