Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals.
Jong-Min KimS. Y. HwangPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- regression model
- marginal distributions
- dependence structure
- joint distribution
- probability distribution
- random variables
- wavelet coefficients
- random fields
- gaussian distribution
- regression analysis
- prediction model
- model selection
- linear regression model
- semi parametric
- regression methods
- linear model
- independent variables
- gaussian mixture
- gaussian process
- generalized linear models
- multivariate regression
- regression trees
- support vector regression
- kernel regression
- graphical models
- logistic regression models
- explanatory variables
- prediction intervals
- contingency tables
- garch model
- multiple linear regression
- wavelet transform
- machine learning
- data mining
- subband