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Rank-based inference tools for copula regression, with property and casualty insurance applications

Côté, Marie-Pier; Genest, Christian; Omelka, Marek - In: Insurance / Mathematics & economics 89 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012133498

Copula-Based Regression Models With Data Missing at Random

Hamori, Shigeyuki - 2020

The existing literature of copula-based regression assumes that complete data are available, but this assumption is … regressions. A semiparametric copula and the target regression curve are estimated via the calibration approach. The consistency …

Persistent link: https://www.econbiz.de/10012848676

Efficient semiparametric copula estimation of regression models with endogeneity

Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 41 (2022) 5, pp. 485-504

Persistent link: https://www.econbiz.de/10013364891

Estimation of large dimensional time varying VARs using copulas

Tsionas, Efthymios G.; Izzeldin, Marwan; Trapani, Lorenzo - In: European economic review : EER 141 (2022), pp. 1-34

Persistent link: https://www.econbiz.de/10013348585

Nonparametric copula estimation for mixed insurance claim data

Yang, Lu - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 537-546

Persistent link: https://www.econbiz.de/10013533451

The stick-breaking and ordering representation of compositional data : copulas and regression models

Faugeras, Olivier - 2024

Persistent link: https://www.econbiz.de/10014463682

Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal

Wichitaksorn, Nuttanan; Gerlach, Richard H.; Choy, Boris - 2012

We simplify the implementation of some elliptical copula regression models through the normal representation. Both … copula and marginal probability density functions are expressed as the scale mixtures of normals to facilitate the estimation …

Persistent link: https://www.econbiz.de/10014166990