Copula-based regression models: A survey
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2009
|
| Resumo |
In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. (C) 2009 Elsevier B.V. All rights reserved. |
| Identificador |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.139, n.11, p.3847-3856, 2009 0378-3758 http://producao.usp.br/handle/BDPI/30486 10.1016/j.jspi.2009.05.023 |
| Idioma(s) |
eng |
| Publicador |
ELSEVIER SCIENCE BV |
| Relação |
Journal of Statistical Planning and Inference |
| Direitos |
restrictedAccess Copyright ELSEVIER SCIENCE BV |
| Palavras-Chave | #Copula theory #Estimation #Frank copula #Gaussian copula #Insurance data #Longitudinal data #Semiparametric specifications #Time series analysis #Transition models #Unobserved heterogeneity #RANDOM-VARIABLES #GAUSSIAN COPULA #SELECTION #Statistics & Probability |
| Tipo |
article original article publishedVersion |
