Copula-based regression models: A survey

dc.creatorKOLEV, Nikolai
dc.creatorPAIVA, Delhi
dc.date.accessioned2012-10-20T04:44:33Z
dc.date.accessioned2018-07-04T15:46:13Z
dc.date.available2012-10-20T04:44:33Z
dc.date.available2018-07-04T15:46:13Z
dc.date.created2012-10-20T04:44:33Z
dc.date.issued2009
dc.identifierJOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.139, n.11, p.3847-3856, 2009
dc.identifier0378-3758
dc.identifierhttp://producao.usp.br/handle/BDPI/30486
dc.identifier10.1016/j.jspi.2009.05.023
dc.identifierhttp://dx.doi.org/10.1016/j.jspi.2009.05.023
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627125
dc.description.abstractIn 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.
dc.languageeng
dc.publisherELSEVIER SCIENCE BV
dc.relationJournal of Statistical Planning and Inference
dc.rightsCopyright ELSEVIER SCIENCE BV
dc.rightsrestrictedAccess
dc.subjectCopula theory
dc.subjectEstimation
dc.subjectFrank copula
dc.subjectGaussian copula
dc.subjectInsurance data
dc.subjectLongitudinal data
dc.subjectSemiparametric specifications
dc.subjectTime series analysis
dc.subjectTransition models
dc.subjectUnobserved heterogeneity
dc.titleCopula-based regression models: A survey
dc.typeArtículos de revistas


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