Pages that link to "Item:Q4975580"
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The following pages link to Some Comments on Copula-Based Regression (Q4975580):
Displaying 12 items.
- D-vine copula based quantile regression (Q112600) (← links)
- On non-central squared copulas (Q130005) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)
- Solving Estimating Equations With Copulas (Q6567910) (← links)
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
- A variance-based importance index for systems with dependent components (Q6588943) (← links)