In this paper, the multiple directional dependence between response variable and covariates using non-exchangeable copulas based regression is introduced. The general measure for the multiple directional dependence in the joint behavior is provided. Several multivariate non-exchangeable copula families including skew normal copula, and the generalized Farlie-Gumbel-Morgenstern copula models are investigated. For the illustration of main results, several examples are given.
CITATION STYLE
Wei, Z., Wang, T., & Kim, D. (2016). Multiple copula regression function and directional dependence under multivariate non-exchangeable copulas. In Studies in Computational Intelligence (Vol. 622, pp. 171–184). Springer Verlag. https://doi.org/10.1007/978-3-319-27284-9_10
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