Additive models for conditional copulas
نویسندگان
چکیده
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we consider additive models for studying the dependence between covariates and the copula parameter. We examine the computation and model selection tools needed for Bayesian inference. The method is illustrated using simulations and a real example. Copyright © 2014 John Wiley & Sons, Ltd.
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تاریخ انتشار 2014