Parametric copula adjusted for non- and semiparametric regression
Work
Year: 2022
Type: article
Abstract: We consider a multivariate response regression model where each coordinate is described by a location-scale non- or semiparametric regression and where the dependence structure of the "noise term" is ... more
Source: The Annals of Statistics
Institutions KU Leuven, University of York
Cites: 26
Cited by: 4
Related to: 10
FWCI: 0.919
Citation percentile (by year/subfield): 59.25
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green