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- Title
A Note on Asymptotic Normality of a Copula Function in Regression Model.
- Authors
Sabri, Khadidja; Meghnafi, Mustapha; Rabhi, Abbes; Bennafla, Djamila
- Abstract
Over the last decade, there has been significant and rapid development of the theory of copulas. Much of the work has been motivated by their applications to stochastic processes, economics, risk management, finance, insurance, the environment (hydrology, climate, etc.), survival analysis, and medical sciences. In many statistical models. The copula approach is a way to solve the difficult problem of finding the whole bivariate or multivariate distribution. In this paper, we give the asymptotic normality of the copulas function in a regression model.
- Subjects
REGRESSION analysis; COPULA functions; ASYMPTOTIC normality; MULTIVARIATE analysis; STOCHASTIC processes; STATISTICAL models; SURVIVAL analysis (Biometry)
- Publication
Applications & Applied Mathematics, 2019, Vol 14, Issue 1, p76
- ISSN
1932-9466
- Publication type
Article