A modified pseudo-copula regression model for risk groups with various dependency levels

DOI10.1080/00949655.2021.1985498OpenAlexW3207247276MaRDI QIDQ3390612

Övgücan Karadağ Erdemir, Meral Sucu

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1985498

zbMATH Keywords

generalized linear modeldependencymixed copula approachpseudo-Gaussian copulapseudo-maximization by parts

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R

Cites Work

• Unnamed Item
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• Analysis of directional dependence using asymmetric copula-based regression models
• Comparison of Some Parametric and Nonparametric Type One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution
• Hierarchical Insurance Claims Modeling
• Understanding Relationships Using Copulas
• Maximization by Parts in Likelihood Inference

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